diff --git a/dlib/test/rand.cpp b/dlib/test/rand.cpp
index c4b8272d0..097e2ac1a 100644
--- a/dlib/test/rand.cpp
+++ b/dlib/test/rand.cpp
@@ -200,6 +200,49 @@ namespace
     }
 
 
+    template <typename rand_type>
+    void test_normal_numbers(
+        rand_type& rnd
+    )
+    {
+        dlog << LINFO << "test normality";
+        double cnt1 = 0; // num <= -1.2
+        double cnt2 = 0; // num <= -0.5 
+        double cnt3 = 0; // num <= 0
+        double cnt4 = 0; // num <= 0.5
+        double cnt5 = 0; // num <= 1.2
+
+        const unsigned long total = 1000000;
+        for (unsigned long i = 0; i < total; ++i)
+        {
+            const double r = rnd.get_random_gaussian();
+            if (r <= -1.2) cnt1 += 1;
+            if (r <= -0.5) cnt2 += 1;
+            if (r <=  0)   cnt3 += 1;
+            if (r <=  0.5) cnt4 += 1;
+            if (r <=  1.2) cnt5 += 1;
+        }
+
+        cnt1 /= total;
+        cnt2 /= total;
+        cnt3 /= total;
+        cnt4 /= total;
+        cnt5 /= total;
+
+        dlog << LINFO << "cnt1: "<< cnt1;
+        dlog << LINFO << "cnt2: "<< cnt2;
+        dlog << LINFO << "cnt3: "<< cnt3;
+        dlog << LINFO << "cnt4: "<< cnt4;
+        dlog << LINFO << "cnt5: "<< cnt5;
+
+        DLIB_TEST(std::abs(cnt1 - 0.11507) < 0.001);
+        DLIB_TEST(std::abs(cnt2 - 0.30854) < 0.001);
+        DLIB_TEST(std::abs(cnt3 - 0.5)     < 0.001);
+        DLIB_TEST(std::abs(cnt4 - 0.69146) < 0.001);
+        DLIB_TEST(std::abs(cnt5 - 0.88493) < 0.001);
+
+    }
+
 
 
 
@@ -219,6 +262,9 @@ namespace
             dlog << LINFO << "testing kernel_1a";
             rand_test<dlib::rand>();
             rand_test<dlib::rand>();
+
+            dlib::rand rnd;
+            test_normal_numbers(rnd);
         }
     } a;