At work I needed to generate random numbers following a combination of two gaussian distributions – which gave me some headache until someone pointed me to using a Monte Carlo approach. Here’s how.
NOTE: This is an archive of my old blog. Go to http://gonium.net for my current website.
At work I needed to generate random numbers following a combination of two gaussian distributions – which gave me some headache until someone pointed me to using a Monte Carlo approach. Here’s how.