How to generate a gaussian distribution with rand()
Respostas da entrevista
Sigiloso
4 de set. de 2013
Use either inverse transform or Box-muller, rand(m,n) only gives uniform r.v.
5
Sigiloso
22 de out. de 2021
Generate a random variable between 0 and 1 uniformly and use inverse cdf of a gaussian to compute the samples from a normal distribution.
1
Sigiloso
5 de dez. de 2021
Use Central Limit Theorem. Generate samples of size 'n' with replacement using rand() and compute mean. The distribution of such means will be gaussian irrespective of distribution being followed in rand().
1
Sigiloso
4 de nov. de 2012
rand(m,n) produces a m*n matrix, where each element is a random observation from N(0,1).