Re: help in generating a gaussian random variable
- To: mathgroup at smc.vnet.net
- Subject: [mg35638] Re: help in generating a gaussian random variable
- From: "Christos Argyropoulos" <argchris at otenet.gr>
- Date: Wed, 24 Jul 2002 02:05:57 -0400 (EDT)
- References: <ah24b6$r2l$1@smc.vnet.net>
- Sender: owner-wri-mathgroup at wolfram.com
The following should do the trick : Needs["Statistics`ContinuousDistributions`"]; Needs["Graphics`Graphics`"]; NormalDeviate[y_, mx_, vx_, n_] := Module[{t}, t = Abs /@ RandomArray[NormalDistribution[mx, Sqrt[vx]], n]; Table[Random[NormalDistribution[y, Sqrt[t[[i]]]]], {i, 1, n}]] Histogram[NormalDeviate[0, 50, 50, 10000]] Explation : 1) Load the continuous Distrbutions and graphics modules 2) Function NormalDeviate returns a list of n random numbers ~ N(y,N(mx,vx) ) 3) Histogram plots everything "Salman Durrani" <dsalman at itee.uq.edu.au> wrote in message news:ah24b6$r2l$1 at smc.vnet.net... > 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 > > > >