Using the ATMEGA328/ARDUINO to generate random normal numbers: A naïve approach based on linear interpolation.

Revision 1.0

Abstract

Using the ATMEGA328/Arduino in this post, we will use a naive method to generate normally distributed random numbers. Our first step was to implement density and cumulative normal distribution functions. After that, in order to obtain an approximate inverse cumulative density function, a lookup table is used and z-values are obtained using linear interpolation. Using the Shapiro-Wilki test, we validated the normality of a generated number list.