Functions and CALL Routines |
Returns a random variate from a normal distribution.
Category: |
Random Number
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Tip: |
If you want to change the seed value during execution,
you must use the CALL RANNOR routine instead of the RANNOR function.
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-
seed
-
is a numeric constant, variable, or expression
with an integer value. If seed
0, the time of day is used
to initialize the seed stream.
Range: |
seed <
231-1 |
See: |
Seed Values for more information about seed
values |
The RANNOR function returns a variate
that is generated from a normal distribution with mean 0 and variance 1.
The Box-Muller transformation of RANUNI uniform variates is used.
A normal variate X with mean MU and variance S2 can
be generated with this code:
x=MU+sqrt(S2)*rannor(seed);
A lognormal variate X with mean exp(MU
+ S2/2) and variance exp(2*MU + 2*S2) -exp(2*MU
+ S2) can be generated with this code:
x=exp(MU+sqrt(S2)*rannor(seed));
For a discussion about seeds and streams of data, as well as examples
of using the random-number functions, see Generating Multiple Variables from One Seed in Random-Number Functions.
The CALL RANNOR routine, an
alternative to the RANNOR function, gives greater control of the seed and
random number streams.
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Functions and CALL routines:
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Copyright © 2011 by SAS Institute Inc., Cary, NC, USA. All rights reserved.