Indian Journal of Scientific Research
  • Year: 2011
  • Volume: 2
  • Issue: 4

Generation of Standard Normal Random Variables

  • Author:
  • Kollu Ranga Raoa,1, Naveen Kumar Boirojub, M. Krishna Reddyc
  • Total Page Count: 3
  • Page Number: 83 to 85

aDairy Technology Programme, Kamareddy, Sri Venkateswara Veterinary Univ., A.P., India, E-mail: rrkollu@yahoo.com

bDepartment of Statistics, Osmania University, Hyderabad, India, E-mail: nanibyrozu@gmail.com

cDepartment of Statistics, Osmania University, Hyderabad, India, E-mail: reddymk54@gmail.com

1Corresponding author

Online published on 24 April, 2012.

Abstract

In this paper, we discuss generation of random variables from standard normal distribution. We apply inverse transform method to approximation of cumulative normal distribution. We require atleast two uniform random variables to generate a single standard normal variable, but in the proposed algorithm only a single uniform variable is enough to generate the standard normal variables. We test whether the generated sample possess the characteristics of standard normal distribution and the randomness of the observations.

Keywords

Normal distribution, bootstrap confidence intervals, central limit theorem, autocorrelation function