pseudo-random floating point generator based on mean and standard deviation
Does anyone know of an algorithm that will generate a pseudo-random floating point number based on two parameters - mean (average) and standard deviation (the average of absolute distances between elements and the mean)?
My 10 minutes of Googling doesn't seem to produce anything useful.
Take a look at Boost's random number generators, perhaps in particular the one for lognormal distribution.
I was actually more interested in the algorithm and not finding an implementation. A trip to wikipedia proves it beyond me in terms of math knowledge, though.