How to generate Gaussian random variable?

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malaylah

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Anyone here know how to generate gaussian random variable with mean 0 and variance σ^2 in C++ envirolment? Also, how to plot the pdf of it?
Thanks
 

Salam (in farsi = Hello)
The straightforward way is to generate uniform random variable then generate Normal random variable.
2 method for this purpose is
Rejection and Mixing and Box-Muller
u can find more about these in "probability, random variables and stochastic processes" by Papoulis in chapter 7 or by a little search in net
 

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