add randn with mean and variance

quinn/__init__.py

@@ -52,10 +52,7 @@
     week_end_date,
     week_start_date,
 )
-from quinn.math import (
-    rand_laplace,
-    rand_range,
-)
+from quinn.math import rand_laplace, rand_range, randn
 from quinn.schema_helpers import print_schema_as_code
 from quinn.split_columns import split_col
 from quinn.transformations import (

quinn/math.py

@@ -70,6 +70,28 @@ def rand_range(
     return minimum + (maximum - minimum) * u
 
 
+def randn(
+    mean: Union[float, Column],
+    variance: Union[float, Column],
+    seed: Optional[int] = None,
+) -> Column:
+    """Generate a column with independent and identically distributed (i.i.d.) samples from
+    the standard normal distribution with given `mean` and `variance`..
+
+    :param mean: Mean of the normal distribution of the random numbers
+    :param variance: variance of the normal distribution of the random numbers
+    :param seed: random seed value (optional, default None)
+    :returns: column with random numbers
+    """
+    if not isinstance(mean, Column):
+        mean = F.lit(mean)
+
+    if not isinstance(variance, Column):
+        variance = F.lit(variance)
+
+    return F.randn(seed) * F.sqrt(variance) + mean
+
+
 def div_or_else(
     cola: Column,
     colb: Column,

tests/test_math.py

@@ -38,3 +38,23 @@ def test_rand_range():
     uniform_max = stats["max"]
 
     assert lower_bound <= uniform_min <= uniform_max <= upper_bound
+
+
+def test_randn():
+    mean = 1.0
+    variance = 2.0
+    stats = (
+        spark.range(1000)
+        .select(quinn.randn(mean, variance).alias("rand_normal"))
+        .agg(
+            F.mean("rand_normal").alias("agg_mean"),
+            F.variance("rand_normal").alias("agg_variance"),
+        )
+        .first()
+    )
+
+    agg_mean = stats["agg_mean"]
+    agg_variance = stats["agg_variance"]
+
+    assert agg_mean - mean <= 0.1
+    assert agg_variance - variance <= 0.1