random.normal

random.normal, function

def autodiff pure random.normal(): number
def autodiff pure random.normal(mu: number, sigma: number): number

Draws a deviate from a normal distribution. The zero-argument overload uses mean 0 and standard deviation 1.

• mu: the mean of the distribution.
• sigma: the standard deviation, non-negative.

Examples

montecarlo 10000 with
  x = random.normal()
  sample avg0 = avg(x)

show scalar "Average sample (0,1)" with avg0

This outputs the following scalar:

montecarlo 10000 with
  y = random.normal(2.5, 1.5)
  sample avg1 = avg(y)

show scalar "Average sample (2.5,1.5)" with avg1

This outputs the following scalar: