Re: help in generating a gaussian random variable
- To: mathgroup at smc.vnet.net
- Subject: [mg35502] Re: [mg35488] help in generating a gaussian random variable
- From: BobHanlon at aol.com
- Date: Wed, 17 Jul 2002 02:08:46 -0400 (EDT)
- Sender: owner-wri-mathgroup at wolfram.com
In a message dated 7/16/02 5:50:43 AM, dsalman at itee.uq.edu.au writes: >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 ? > Needs["Statistics`NormalDistribution`"]; data=RandomArray[ NormalDistribution[0, Random[ NormalDistribution[5, Sqrt[ 10]]]], {100}]; Bob Hanlon Chantilly, VA USA