Functions and CALL Routines |
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. |
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See Also |
Syntax |
RANNOR(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 < 2^{31}-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.
See Also |
Functions and CALL routines: |
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