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Topic: Re: Help on Linear Algebra
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Posts: 4
Registered: 12/12/04
Re: Help on Linear Algebra
Posted: Jul 15, 1996 5:25 AM
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In article <1996Jul14.163847.1@v9000.ntu.ac.sg>,
Ye Song (e94086a52@v9000.ntu.ac.sg) wrote:

: Hi! I have generate N(0,1) random numbers (i.e., zero-mean,
: unit variance normal distribution). Would you tell me how to
: transform them to N(u, sigma^2) numbers ?

If X is N(0,1)-distributed, then (Sigma*X+u) is N(u,Sigma^2)-distributed.
So, just multiply by Sigma and add u to your N(0,1) random numbers.

Hope that helps, best regards, Andreas.

Andreas Ulovec
Institute for Mathematics, University of Vienna, Austria
e-mail: andreas@nelly.mat.univie.ac.at
***** Remember: There are NO KANGAROOS in Austria ******

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