Converting a Uniform Distribution to a Normal Distribution

s for either terminal or gui, but not both. After installing xsel (e.g. sudo apt-get install xsel), here is what I do for copy and paste to combine them:

(defun copy-to-clipboard ()
(interactive)
(if (display-graphic-p)
(progn
(message "Yanked region to x-clipboard!")
(call-interactively 'clipboard-kill-ring-save)
)
(if (region-active-p)
(progn
(shell-command-on-region (region-beginning) (region-end) "xsel -i -b")
(message "Yanked region to clipboard!")
(deactivate-mark))
(message "No region active; can't yank to clipboard!")))
)


(defun paste-from-clipboard ()
(interactive)
(if (display-graphic-p)
(progn
(clipboard-yank)
(message "graphics active")
)
(insert (shell-command-to-string "xsel -o -b"))
)
)


(global-set-key [f8] 'copy-to-clipboard)
(global-set-key [f9] 'paste-from-clipboard)
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"cut" function (emacs C-y, windows C-x).

(defun my-copy-to-xclipboard(arg)
(interactive "P")
(cond
((not (use-region-p))
(message "Nothing to yank to X-clipboard"))
((and (not (display-graphic-p))
(/= 0 (shell-command-on-region
(region-beginning) (region-end) "xsel -i -b")))
(error "Is program `xsel' installed?"))
(t
(when (display-graphic-p)
(call-interactively 'clipboard-kill-ring-save))
(message "Yanked region to X-clipboard")
(when arg
(kill-region  (region-beginning) (region-end)))
(deactivate-mark))))


(defun my-cut-to-xclipboard()
(interactive)
(my-copy-to-xclipboard t))


(defun my-paste-from-xclipboard()
"Uses shell command `xsel -o' to paste from x-clipboard. With
one prefix arg, pastes from X-PRIMARY, and with two prefix args,
pastes from X-SECONDARY."
(interactive)
(if (display-graphic-p)
(clipboard-yank)
(let*
((opt (prefix-numeric-value current-prefix-arg))
(opt (cond
((=  1 opt) "b")
((=  4 opt) "p")
((= 16 opt) "s"))))
(insert (shell-command-to-string (concat "xsel -o -" opt))))))


(global-set-key (kbd "C-c C-w") 'my-cut-to-xclipboard)
(global-set-key (kbd "C-c M-w") 'my-copy-to-xclipboard)
(global-set-key (kbd "C-c C-y") 'my-paste-from-xclipboard)
  • In the Key give the lowercase name by which you want urls to be called (in my case it will be testus://sdfsdfsdf) then Click Right Mouse on testus -> then New -> String Value and add URL Protocol without value.
  • enter image description here

      There is an npm module for this purpose.

    1. Then add more entries like you did with protocol ( Key2 New -> Key ) and create hierarchy like testus -> shell -> open -> command and inside command change (Default) to the path where .exe you want to launch is, if you want to pass parameters to your exe then wrap path to exe in "" and add Key0 to look like: Key1

    enter image description here

      link :https://www.npmjs.com/package/protocol-registry

    1. To test if it works go to Internet Explorer (not Chrome or Firefox) and enter testus:have_you_seen_this_man this should fire your .exe (give you some prompts that you want to do this - say Yes) and pass into args testus://have_you_seen_this_man.

    So to do this in nodejs you just need to run the code below:

    Here's sample console app to test:

    using System;
    
    
    namespace Testing
    {
    class Program
    {
    static void Main(string[] args)
    {
    if (args!= null && args.Length > 0)
    Console.WriteLine(args[0]);
    Console.ReadKey();
    }
    }
    }
    

    First Install it

    npm i protocol-registry
    

    Hope this saves you some time.

    For the algorithm itself, take a look at the function in random.py in the Python library.

    What is "missing" in the Visual Studio 2008 Express Editions?

    In particular,

    function distRandom(){
    do{
    x=random(DISTRIBUTION_DOMAIN);
    }while(random(DISTRIBUTION_RANGE)>=distributionFunction(x));
    return x;
    }
    

    Hope this helped and thanks for the small remark about using the distribution and not the probability itself.

    No add-ins allowed

    heorem wikipedia entry mathworld entry to your advantage.

    Use the central limit theorem wikipedia entry mathworld entry to your advantage.

    Generate n of the uniformly distributed numbers, sum them, subtract n*0.5 and you have the output of an approximately normal distribution with mean equal to 0 and variance equal to (1/12) * (1/sqrt(N)) (see wikipedia on uniform distributions for that last one)

    n=10 gives you something half decent fast. If you want something more than half decent go for tylers solution (as noted in the wikipedia entry on normal distributions)

    Here is a javascript implementation using the polar form of the Box-Muller transformation.

    /*
    * Returns member of set with a given mean and standard deviation
    * mean: mean
    * standard deviation: std_dev
    */
    function createMemberInNormalDistribution(mean,std_dev){
    return mean + (gaussRandom()*std_dev);
    }
    
    
    /*
    * Returns random number in normal distribution centering on 0.
    * ~95% of numbers returned should fall between -2 and 2
    * ie within two standard deviations
    */
    function gaussRandom() {
    var u = 2*Math.random()-1;
    var v = 2*Math.random()-1;
    var r = u*u + v*v;
    /*if outside interval [0,1] start over*/
    if(r == 0 || r >= 1) return gaussRandom();
    
    
    var c = Math.sqrt(-2*Math.log(r)/r);
    return u*c;
    
    
    /* todo: optimize this algorithm by caching (v*c)
    * and returning next time gaussRandom() is called.
    * left out for simplicity */
    }
    

    Visual Studio 2008 Product Comparison

  • Inverting the CDF is efficient (and overlooked, why ?), you have fast implementations of it available if you search google. It is mandatory for Quasi-Random numbers.
  • Here's comparison chart of editions

    I thing you should try this in EXCEL: =norminv(rand();0;1). This will product the random numbers which should be normally distributed with the zero mean and unite variance. "0" can be supplied with any value, so that the numbers will be of desired mean, and by changing "1", you will get the variance equal to the square of your input.

    Edit: didn't realize this was for 2005, not 2008

    For example: =norminv(rand();50;3) will yield to the normally distributed numbers with MEAN = 50 VARIANCE = 9.

    It can be shown that such shifting and scaling lead to N(m,sigma)

    It seems incredible that I could add something to this after eight years, but for the case of Java I would like to point readers to the Random.nextGaussian() method, which generates a Gaussian distribution with mean 0.0 and standard deviation 1.0 for you.

    A simple addition and/or multiplication will change the mean and standard deviation to your needs.

  • XML Schema Item Template
  • One that is missing (which is nice to have) is:

    I have the following code which maybe could help:

    set.seed(123)
    n <- 1000
    u <- runif(n) #creates U
    x <- -log(u)
    y <- runif(n, max=u*sqrt((2*exp(1))/pi)) #create Y
    z <- ifelse (y < dnorm(x)/2, -x, NA)
    z <- ifelse ((y > dnorm(x)/2) & (y < dnorm(x)), x, z)
    z <- z[!is.na(z)]
    

    Source Control Integration

    It is also easier to use the implemented function rnorm() since it is faster than writing a random number generator for the normal distribution. See the following code as prove

    n <- length(z)
    t0 <- Sys.time()
    z <- rnorm(n)
    t1 <- Sys.time()
    t1-t0
    
    enables two options: source control solution based on the Source Control Plug-in API (formerly known as the MSSCCI API), or a source control VSPackage

    This is my JavaScript implementation of Algorithm P (Polar method for normal deviates) from Section 3.4.1 of Donald Knuth's book The Art of Computer Programming:

    function normal_random(mean,stddev)
    {
    var V1
    var V2
    var S
    do{
    var U1 = Math.random() // return uniform distributed in [0,1[
    var U2 = Math.random()
    V1 = 2*U1-1
    V2 = 2*U2-1
    S = V1*V1+V2*V2
    }while(S >= 1)
    if(S===0) return 0
    return mean+stddev*(V1*Math.sqrt(-2*Math.log(S)/S))
    }