Using the Raised Cosine Distribution in PRNG

[ttw]

Another distribution (probably suitable for gaming but not for high-accuracy calculation without some extra work) that mimics the normal is the Kahn Pseudo Normal. It's easy to generate. With u being uniformly distributed between 0 and 1, the variates are given by:

Y = Log ( 1/u - 1 )

Another possibility, but with infinite variance:

Y = Tangent( Pi * (Y - 1/2) )

Averages of the first distribution converge to a normal distribution (central limit theorem). Averages of the second distribution converge to another Cauchy distribution.