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RE: Re: help in generating a gaussian random variable


Be aware, Bob's solution draws 100 samples from a single Gaussian (with
a single variance).  Next time the line is evaluated, it will do the
same for a different randomly chosen variance.

Bobby Treat

-----Original Message-----
From: BobHanlon at aol.com [mailto:BobHanlon at aol.com] 
Subject: [mg35533] [mg35502] Re: [mg35488] help in generating a gaussian random
variable


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





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