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gennor.f
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1996-07-19
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REAL FUNCTION gennor(av,sd)
C**********************************************************************
C
C REAL FUNCTION GENNOR( AV, SD )
C
C GENerate random deviate from a NORmal distribution
C
C
C Function
C
C
C Generates a single random deviate from a normal distribution
C with mean, AV, and standard deviation, SD.
C
C
C Arguments
C
C
C AV --> Mean of the normal distribution.
C REAL AV
C
C SD --> Standard deviation of the normal distribution.
C REAL SD
C
C GENNOR <-- Generated normal deviate.
C REAL GENNOR
C
C
C Method
C
C
C Renames SNORM from TOMS as slightly modified by BWB to use RANF
C instead of SUNIF.
C
C For details see:
C Ahrens, J.H. and Dieter, U.
C Extensions of Forsythe's Method for Random
C Sampling from the Normal Distribution.
C Math. Comput., 27,124 (Oct. 1973), 927 - 937.
C
C
C**********************************************************************
C .. Scalar Arguments ..
REAL av,sd
C ..
C .. External Functions ..
REAL snorm
EXTERNAL snorm
C ..
C .. Executable Statements ..
gennor = sd*snorm() + av
RETURN
END