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help in generating a gaussian random variable

  • To: mathgroup at smc.vnet.net
  • Subject: [mg35488] help in generating a gaussian random variable
  • From: "Salman Durrani" <dsalman at itee.uq.edu.au>
  • Date: Tue, 16 Jul 2002 04:49:49 -0400 (EDT)
  • Organization: The University of Queensland, Australia
  • Sender: owner-wri-mathgroup at wolfram.com

Hi

I need to generate a Gaussian random variable y having mean =0 and variance
=x.

The variance x is itself a gaussian random variable having a known mean and
variance.
e.g. mean of x =5;
variance of x = 10;

Can anyone suggest how to use this information to generate y ?

thanks

Salman





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