Aug
5

## Beasley-Springer-Moro inverse normal

Once you get uniform random numbers, how to inverse that to normal random numbers require numerical technique, Moro is one of such techniques,

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my favourite method for constructing standard normal variates is the highly sophisticated interpolation formula by Peter Acklam for the inverse cumulative normal distribution. A very crude way to quickly construct (approximately) normally distributed variates is to add up 12 uniform variates, and subtract 6. For any reasonable application, I would always use either Peter Acklam’s method, or Boris Moro’s interpolation formula.

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