normal distribution random number generation
- To: mathgroup at smc.vnet.net
- Subject: [mg51113] normal distribution random number generation
- From: cjkunkel at marauder.millersville.edu (Chris Kunkel)
- Date: Tue, 5 Oct 2004 04:36:57 -0400 (EDT)
- Sender: owner-wri-mathgroup at wolfram.com
Hello, Recently I have encountered a problem in Mathematica's normal distribution random number generator. The problem arises when I look at the distribution of averages of a list of theses numbers. That is, I generate 1000 numbers and take their average. I do this a number of times and the plot a frequency distribution. Consistently it seems to be skewed positive. Specifically, the number of occurrences less than 3 standard deviations is consistent with the expected number, but the number greater than 3 is always larger (in some cases about twice the expected number). I was wondering if anyone else has noticed this and knows of a fix. Also, does anyone have code for a good quality normal distribution random number generator? Chris