I'm trying to read a Matlab script and can't figure out what does randn generate here:
Is it a random real number from (0, 1)?
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Documentation from Matlab R2012a
It will generate a number $x$ such that $x$ follows $N(0,1^2)$
My Box-Muller Implementation
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Googling "Matlab randn" gives, as a first result, this Matlab documentation. The first example there says:
In your case then you are generating numbers with a mean of 0 and a standard deviation of 0.1, as you have b = 0 + 0.1 * randn(100,1).
In fairness, finding this through Google isn't hard.
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