Normal Random number generation
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Rakesh Jain
le 9 Mar 2017
Commenté : Walter Roberson
le 15 Mar 2017
I want to generate random numbers from a standard normal distribution with decreasing standard deviation that lies between 0 and 1. First, what is meant by decreasing standard deviation? Secondly, randn generates normal distribution random numbers. But how to limit them between 0 and 1?
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James Tursa
le 9 Mar 2017
Modifié(e) : Walter Roberson
le 9 Mar 2017
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Walter Roberson
le 15 Mar 2017
Decreasing standard deviation would result in an algorithm with similarities to Simulated Annealing.
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Walter Roberson
le 9 Mar 2017
My interpretation is that the normal distribution is to be unbounded, not restricted to the range [0 1], but that the standard deviation used is to start and 1 and decrease to 0. For example,
SD = linspace(1, 0, 20)
results = randn(1,20) .* SD
That would give you 20 results with stand deviation decreasing from 1 to 0.
As for why... I don't know?
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