One of the libraries I’ve looked for, but couldn’t find (for free) is a random number generator for a normal distribution. Uniform distributions are great, but in many cases, you want to mimic natural phenomenon (like human height) that fall into a normal, non-uniform distribution.
I’m very pleased to announce the release of a library that has just that; a normally-distributed random number generator (for integers only). It builds on the back of Mersenne Twister, which is an awesome, efficient, free random number generator.
In the spirit of our analysis of the .NET built-in random generator, here’s what a sample distribution looks like (compared with a uniform distribution):
You can find more details on the Random Number Generators page. And yes, the distribution does match up to the expected normal distribution statistically (68% in the first standard deviation, 95% in the next, and 99% in the final one).