xxayisjeeves
10-12-2007, 02:51 AM
The Box-Muller transformation described in Chapter 7 deals with normal deviates N[0,1] . For my problem, I need to generate N[mu, sigma**2].
How do I go about it?
I have tried to retain the original algorithm, just doing the transformation gasdev= mu+sigma*gasdev in the end. Though the function does spread for sigma >1 in that case, the peak doesn't get reduced.
Please help me out.
How do I go about it?
I have tried to retain the original algorithm, just doing the transformation gasdev= mu+sigma*gasdev in the end. Though the function does spread for sigma >1 in that case, the peak doesn't get reduced.
Please help me out.