Generating a Random Field with Normal DistributionDate: 08/07/2005 at 07:39:21 From: vadivelan Subject: Random field + Normal distribution I am working with OpenSource GIS, and in this application I would like to generate a random field n*m matrix (within the range -x to +x) with mean as zero and standard deviation as x, as in a normal distribution. Date: 08/09/2005 at 16:48:25 From: Doctor George Subject: Re: Random field + Normal distribution Hi Vadivelan, Thanks for writing to Doctor Math. To generate independent normally distributed random numbers you need a good uniform random number generator and the Box-Muller transformation. Here is a link to a very good generator called the Mersenne Twister: http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/emt.html An Internet search will turn up plenty of information on the Box-Muller transformation. Look in particular for a variation called the polar method. If you need to generate correlated random numbers that will require a longer discussion. Write again if you need more help. - Doctor George, The Math Forum http://mathforum.org/dr.math/ |
Search the Dr. Math Library: |
[Privacy Policy] [Terms of Use]
Ask Dr. Math^{TM}
© 1994-2013 The Math Forum
http://mathforum.org/dr.math/