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Re: Help on Linear Algebra
Posted:
Jul 15, 1996 5:25 AM


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., zeromean, : 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 email: andreas@nelly.mat.univie.ac.at ***** Remember: There are NO KANGAROOS in Austria ******



