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Normal Distribution Random Number Generator

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Normal Distribution Random Number Generator

To find the area under a curve, one can use integral calculus. If the curve has no close form, such as the normal curve, then the area can not be derived analytically. However, with today's computer technology, one can use Monte Carlo Integration to achieve such task. The area under a distribution is also known as probability. In this example, we want to compute the area under standard normal probability distribution from 0 to z.

Normal Distribution Random Number Generator

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