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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