I need a Pseudo random number generator algorithm that will produce a near gaussian distribution (bell curve) for automated test data purposes. I know that some PRNG will produce patterns, but none seem gaussian. Do you have an recommendations, ideally I will get several suggestions, usable for multiple automated tests.

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  • $\begingroup$ You'd have got your answer 48 minutes faster by just Googling "pseudorandom gaussian"... $\endgroup$ – David Richerby Jan 11 at 12:07
  • $\begingroup$ @DavidRicherby, I did, there was nothing useful on the first couple of pages of Google, which is why I asked here. Most of the non uniformity was patterns not gaussian. $\endgroup$ – Martin of Hessle Jan 11 at 14:05
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    $\begingroup$ Perhaps your problem was using words like "pattern". I realize search results can vary depending on circumstances, but the first hit I get for the search term I suggested is Wikipedia's page on PRNGs, which has a section on non-uniform distributions, which mentions the general case and the Gaussian. The Wikipedia page on the Gaussian also has a section on how to generate samples computationally. And it's always worth checking Wikipedia for mathematics and algorithms questions. $\endgroup$ – David Richerby Jan 11 at 15:26

You can generate any distribution by using a standard PRNG to choose $X$ uniformly from the interval $[0,1]$ and then returning $F^{-1}(X)$, where $F$ is the cumulative distribution function of the distribution you're interested in.

For the Gaussian distribution, though, it's usually better to use Box–Muller or ziggurat.


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