[MATRIX-SIG] random.gauss isn't Gaussian

Konrad Hinsen hinsen@ibs.ibs.fr
Sat, 31 Jan 1998 22:14:40 +0100

> I've been doing some monte carlo studies with python (monte
> python calculations actually) and have found rather weird
> distributions when using random.gauss.  Contrary to what the
> docs say, it does not generate a normal distribution.

Indeed. And it's not just a bug in the code; the formula given in the
comment is already wrong! Badly wrong, in fact. It generates an
exponential distribution and then pretends it's a Gaussian!

On the other hand, random.normalvariate() does work. However, it
is a bit slow if you need plenty of random numbers. You should
try my enhanced version of Paul Dubois' random number generator;
it also has a normal distribution, which works and is fast.
You can pick it up at
Konrad Hinsen                          | E-Mail: hinsen@ibs.ibs.fr
Laboratoire de Dynamique Moleculaire   | Tel.: +33-
Institut de Biologie Structurale       | Fax:  +33-
41, av. des Martyrs                    | Deutsch/Esperanto/English/
38027 Grenoble Cedex 1, France         | Nederlands/Francais

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