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