normal distribution

I had to write a program that needed to simulate random data that was normally distributed (bell curve distribution).

Fortunately, I was able to grab a copy of Numerical Recipes in C and found some code on p. 217. The code produces a normal distribution in the range -1.0 to 1.0 with a standard deviation of 1.

My program was PHP, so i translated it from C (K&R!, boy that's old :)

The PHP source is here

Unfortunately, I'm not a mathematician and I'll need to find ways to adapt that code or find some other code where I can adjust kurtosis, standard deviation, etc.

I'd look in Knuth's Seminumerical algorithms, but it might not be there. And anyway, my copy is in Mindanao. I won't be able to refer to that until I go in May.

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