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By way of the central limit theorem, summing a dozen uniformly distributed variables (and normalizing) will give a a reasonable approximation to a normal distri
by kmm 6y ago
By way of the central limit theorem, summing a dozen uniformly distributed variables (and normalizing) will give a a reasonable approximation to a normal distribution.
https://en.wikipedia.org/wiki/Central_limit_theorem https://en.wikipedia.org/wiki/Central_limit_theorem
- kqr 6y agoVery clever. My first instinct was that that would be inefficient, but addition is super cheap and the uniform distribution converges rathe quickly to normal. I like it a lot! Even if LCG itself would be considered expensive, for quick prototyping needs this should be sufficient.