XploRe Help : normal

Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Group:	Random Variables
See also:	cdfn pdfn randomize uniform

Function:		normal
Description:		normal generates arrays up to eight dimensions of pseudo random variables with a standard normal distribution. the algorithm by box-muller is used.

Reference(s):

knuth, donald e. 1981 "seminumerical algorithms," 2nd ed. vol 2 of the the art of computer programming

Usage:	`z = normal (d1 {, ..., dn})`
Input:
	`d1, ..., dn`	scalar (number of elements in dimension 1 ... n)
Output:
	`z`	d1 x d2 x ... x dn matrix containing pseudo random variables with a standard normal distribution

Example:

randomize(0) normal(2, 3)

Result:

Contents of rnorm

[1,] -0.21293 1.9502 -1.4341
[2,] -1.0078 -1.3052 0.69812