View Single Post
Old 09-21-2013, 05:33 AM
magdon's Avatar
magdon magdon is offline
Join Date: Aug 2009
Location: Troy, NY, USA.
Posts: 597
Default Re: Chapter 4 Problem 4.4

Originally Posted by GB449 View Post
Thank you for the reply! How can I generate Gaussian random numbers with mean 0 and variance 1? I am programming in C#.
This is a common task for which standard algorithms exist in most numerical packages. For example, in matlab there is a function randn. You can also do this using the Box-Muller transform. You may find this thread useful:
Have faith in probability
Reply With Quote