Draw random numbers from a normal distribution in an Ocean script

I didn't see so much in the skill manual about generating random numbers from a normal distribution but you could use the Box-Mueller transform to get a sigma=1.0, mean=0.0 normally distributed random variable.  Then just scale by the sigma you want and offset by the mean you want.

procedure( MYrandNorm() 
let((w, u1, u2, x1, x2)
w = 2.0
while( w >= 1.0

;; what we really want here is something uniformly distributed on [0,1]

u1=1.0*random(m.MAX_INT) / m.MAX_INT

u2=1.0*random(m.MAX_INT) / m.MAX_INT

x1 = 2.0 * u1 - 1.0

x2 = 2.0 * u2 - 1.0
w = x1*x1 + x2*x2
)
w = sqrt( (-2.0 * log(w) ) / w)
y1 = x1*w
y2 = x2*w

) ; ** let **
)

Dan, Alice92,

Meant to post this link to an earlier post - I wrote some code earlier which does this too (using the same method).

Of course, I would ask why you're not just using a monte carlo simulation to do this  - set up a statistics block with the distribution of the random variable - that means you can do it natively in the simulator?

Regards,

Andrew.