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Normally distributed random number

Hi-- Does anyone have a simple C# function for generating a normally
distributed random number, with a source citation? Ive been using this code,
but I don't have a citation for the formula:

// Create a random number generator
Random r = new Random((int)DateTime.Now.Ticks);

// Get a random number between 0 and 1
double rnd = Convert.ToDouble(r.Next(0, 100)) / 100.00;

// Transform the result to normal distribution
double NDRN = mean + (stdDev * (Math.Sqrt(-2 * Math.Log(rnd))
* Math.Cos(6.28 * rnd)));

The formula appears to work, but I need to back it with a citation to a
standard text. Can anyone provide a citation for this formula, or provide
another C# algorithm that can be tied to a standard text? Thanks in advance

David Veeneman
Foresight Systems

Nov 17 '05 #1
0 2766

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