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