How to generate numbers distributed with the Gaussian PDF

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Assignment -

Instructions: Please send a report with how you would solve this problem, including the background theory, algorithms and results? The report should be in-between 4-6 pages.

Can you generate a simple report and possibly include pseudocode (preferably in R or Python), where you generate numbers that are distributed with the Gaussian (Normal) distribution (with any mean and standard deviation as parameters you like), starting from the random number generator of a computer, i.e. the rand() function?

As you know, the rand() function generates uniformly-distributed numbers between 0~RAND_MAX, where RAND_MAX depends on the implementation and language. For example, in Matlab, RAND_MAX is 1, while in C/C++ RAND_MAX is the maximum integer number of the int representation.

The problem is then how to generate numbers distributed with the Gaussian PDF based on rand(), and how to check that what you generate is in fact Gaussian or Pareto distributed.

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Reference no: EM132254814

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len2254814

3/12/2019 9:28:00 PM

Please send me a report with how you would solve this problem, including the background theory, algorithms and results? I provide some suggestions but you may also wish to explore other methods to solve the problem. The report should be in-between 4-6 pages.

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