JavaScript Math.random Normal distribution (Gaussian bell curve)?

by

Since this is the first Google result for “js gaussian random” in my experience, I feel an obligation to give an actual answer to that query.

The Box-Muller transform converts two independent uniform variates on (0, 1) into two standard Gaussian variates (mean 0, variance 1). This probably isn’t very performant because of the sqrt, log, and cos calls, but this method is superior to the central limit theorem approaches (summing N uniform variates) because it doesn’t restrict the output to the bounded range (-N/2, N/2). It’s also really simple:

// Standard Normal variate using Box-Muller transform.
function gaussianRandom(mean=0, stdev=1) {
    let u = 1 - Math.random(); // Converting [0,1) to (0,1]
    let v = Math.random();
    let z = Math.sqrt( -2.0 * Math.log( u ) ) * Math.cos( 2.0 * Math.PI * v );
    // Transform to the desired mean and standard deviation:
    return z * stdev + mean;
}

More Related Contents:

  1. Is there a better way to convert negative numbers to positive in JavaScript? [duplicate]
  2. Fastest way to flatten / un-flatten nested JSON objects
  3. Generate unique random numbers between 1 and 100
  4. Seeding the random number generator in Javascript
  5. Is it correct to use JavaScript Array.sort() method for shuffling?
  6. Javascript Array.sort implementation?
  7. How do you sort an array on multiple columns?
  8. How might I find the largest number contained in a JavaScript array?
  9. Fast stable sorting algorithm implementation in javascript
  10. Is it possible to get all arguments of a function as single object inside that function?
  11. Random alpha-numeric string in JavaScript?
  12. Javascript – Generating all combinations of elements in a single array (in pairs)
  13. How random is JavaScript’s Math.random?
  14. How to choose a weighted random array element in Javascript?
  15. How to wrap part of a text in a node with JavaScript
  16. True or better Random numbers with Javascript [duplicate]
  17. Sorting Array with JavaScript reduce function
  18. Calculating the shortest route between two points
  19. Find difference between two strings in JavaScript
  20. Tersest way to create an array of integers from 1..20 in JavaScript
  21. Sieve of Eratosthenes algorithm in JavaScript running endless for large number
  22. Big O of JavaScript arrays
  23. Get the item that appears the most times in an array
  24. Optimized merge sort faster than quicksort
  25. Compare Strings Javascript Return %of Likely
  26. Combine json arrays by key, javascript
  27. Collisions when generating UUIDs in JavaScript
  28. Creating array of length n with random numbers in JavaScript
  29. Random Point on a given Sphere
  30. JavaScript – How to randomly sample items without replacement?

Leave a Comment