[Haskell-cafe] Re: [Haskell] ANNOUNCE: normaldistribution-1.0 – Minimum fuss normally distributed random values.

[Henning Thielemann]

On Sat, 9 Apr 2011, Bjorn Buckwalter wrote:

> Internally the library uses the Central Limit Theorem to approximate
> normally distributed values from multiple uniformly distributed random
> values.

You may also like to look into the 'dsp' package, that contains some 
clever algorithms for production of normally distributed random values up 
to many digits of accuracy.

http://hackage.haskell.org/packages/archive/dsp/0.2.1/doc/html/Numeric-Random-Distribution-Normal.html

The 'dsp' package is also Haskell 98 but could certainly be split into 
smaller packages.