Generating random numbers with mean and std dev specified
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Hi
I have a simple linear regression model y=10+25x+Ɛ where the random error term is normally and independently distributed with mean zero and standard deviation 2.
I have to generate 8 of these E values.
If I were to generate 5 random numbers between 4 an 7 (for example), then I'd usually use this: - x=4+(7-4)*rand(1,5); (i.e.,) vector=min+(max-min)*rand(r,c)
With this in mind, I was using the following, but the values aren't between -2 and 2:
E=-2+(2+2)*randn(1,8)
Can anybody point me in the right direction?
Thanks
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Answers (1)
dpb
on 24 Oct 2015
The statistics for a normal are the mean and standard deviation, not the range of the observations as for a uniform, say. In fact, the standard normal variate is over range [-inf inf].
You state the desired error term is N(0,2) so the realization would be E = MEAN + STDev*randn(m,n), or in your specific case
E=2*randn(1,8);
since desired MEAN=0;
Your code above generates an approximation to N(-2,4) instead of N(0,2)
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Star Strider
on 24 Oct 2015
No. There is a 68% probability that they will be on the interval (-2,+2). They could theoretically be ±Inf.
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