Use box-muller method to generate a gaussian distribution

Reference no: EM13656347

Use the Box-Muller method to generate a Gaussian distribution consisting of 20,000 points of mean 0.00 and standard deviation of 2.50 between x= -10.0 and +10.0. Group the points into 200 equally-spaced data points, each with a value proportional to the number of points in the bin (20%). Perform a digital Fourier transform of these data points, and plot the data points and the real and imaginary frequency spectra (40%). Calculate the mean and standard deviation of the real frequency spectrum (20%). Perform an inverse Fourier transform of the frequency spectra, and plot the result along with the original data (20%).

Reference no: EM13656347

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