Date: Jul 3, 2013 8:48 PM
Author: dpb
Subject: Re: how to generate a gaussian distribution using random number generator
On 7/3/2013 6:52 PM, faraz.a wrote:

> i want to generate 50,000 samples according to the gaussian distribution

> using random number generator where sigma=1 and mean=0 X is a normally

> distributed random variable N(0,?2). mean=0 variance=1

>

> I did this R=randn(50000)

>

> i got an error

>

> Error using randn

> Out of memory. Type HELP MEMORY for your options.

doc randn

You tried to generate 50K x 50K array which is ~19 GB

> and if i am using R=randn(50000,1);

> hist(R)

>

> this generated a distribution but the y label was ranging from -4 to 5.

> I want it from -infinity to +infinity

> how to do that?

What's the probability of getting either extreme from a sample from a

standard normal distribution?

For that matter, what's the probability of |z|>5? How does that compare

w/ the size of the sample generated?

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