Tuesday, April 06, 2010

Calculate a Random Number from a Normal Distribution

Visual Basic 6.0 / VBA code to calculate random number from a normal distribution using Box-Muller Transformation method.


Function BoxMullerTransformation() As Double
    'Make use of BoxMullerTransformation to calculate a Random Number from a Normal Distribution
    'http://mathworld.wolfram.com/Box-MullerTransformation.html
    Randomize
    BoxMullerTransformation = Sqr(-2 * Log(Rnd)) * Sin(2 * PI() * Rnd)
End Function

Mathematics can be interesting :)

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