/*Program for caculating mean of a normal r.v.
using monte carlo simulation */
#include <math.h> //for mathfunctions
#include <stdio.h>
#include <stdlib.h>
#include <time.h> // for timing

//function for generate Z ~ N(0,1) (Box-Muller)
double normrnd(double mu,double sigma)
{
double chi,eta,z;
chi=drand48();
eta=drand48();
z=mu+sigma*sqrt(-2*log(chi))*cos(2*M_PI*eta);
return z;
}

main()
{
int i,n;
double tid,est,mu,sigma;
clock_t ticks1, ticks2;
srand48(time(NULL)); //Make a new seed for the random number generator
mu=0.0;
sigma=1.0;
est=0.0;
ticks1=clock()/CLOCKS_PER_SEC;
n=10000000;
for(i = 0; i < n; i = i + 1)
{
est+=normrnd(mu,sigma); //est=est+normrnd;
}
est*=1.0/n; //est=est*1/n;
ticks2=clock()/CLOCKS_PER_SEC;
tid=difftime(ticks2, ticks1);
printf("Time is %f\n", tid);
printf("Est is %f\n", est);
return 0;
}