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Normal Distribution

The variable r , defined for r \in [0,\infty) needs to be related to to random numbers x'\in [0,1] . To achieve that, we introduce a new variable \begin{equation*} u=\frac{1}{2}r^2, \end{equation*} and define a PDF \begin{equation*} \exp{(-u)}du, \end{equation*} with u\in [0,\infty) . Using the results from example 2 for the exponential distribution, we have \begin{equation*} u=-\ln{(1-x')}, \end{equation*} where x' is a random number generated for x'\in [0,1] .