Functions and CALL Routines

RANNOR Function

Returns a random variate from a normal distribution.

Category:	Random Number
Tip:	If you want to change the seed value during execution, you must use the CALL RANNOR routine instead of the RANNOR function.

Syntax
Arguments
Details
Comparisons
See Also

Syntax

RANNOR(seed)

Arguments

seed

is a numeric constant, variable, or expression with an integer value. If seed [le] 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

Details

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.

Comparisons

The CALL RANNOR routine, an alternative to the RANNOR function, gives greater control of the seed and random number streams.