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Re: [amibroker] Random numbers



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you could fill an array with random numbers with a Gaussian distribution and make a chart of that, see below.  To make an array with the "Bell" shape curve you need to get the numbers from the Random array and count how often they fall witin a certain interval and save these numbers within the proper interval. Amibroker is not suitable for that and this is also not very usefull.
 
My point is that Random() has a "Flat" distribution instead of a "Bell" shaped distribution (or at least this is what I assume). I want to have a function that creates a "Bell" shaped distribution but still lies between -1 and 1.
 
regards, Ed
 
 
 
 
 
/*

Random number generator with a Gaussian distribution
E.M.Pottasch, June 2005


Gaussian distribution with zero mean and a standard deviation of one.

derived from: http://www.taygeta.com/random/gaussian.html

float x1, x2, w, y1, y2;

do {
   x1 = 2.0 * ranf() - 1.0;
   x2 = 2.0 * ranf() - 1.0;
   w = x1 * x1 + x2 * x2;
} while ( w >= 1.0 );

w = sqrt( (-2.0 * ln( w ) ) / w );
y1 = x1 * w;
y2 = x2 * w;

*/


function
gauss_func() {

   w =
1
;
   
while( w >= 1
) {

      x1 =
2.0 * LastValue(Random()) - 1
;
      x2 =
2.0 * LastValue(Random()) - 1
;
      w = x1 * x1 + x2 * x2;

   }

   w =
sqrt( (-2 * log
(w)) / w );
   y1 = x1 * w;
   
//y2 = x2 * w;

   
   
return
y1;

}


// fill array with ranom numbers

hh =
0
;
for (i = 0; i < BarCount
; i++) {

   hh[ i ] = gauss_func();

}

Plot(hh,"Gaussian distributed random numbers",colorWhite,1);
 
 
 
 
----- Original Message -----
From: Joe Landry
Sent: Thursday, June 02, 2005 1:58 PM
Subject: Re: [amibroker] Random numbers

Can this be plotted on AB so that we can see this bell shaped gaussian curve? 


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