# Tagged Questions

22 views

### Multiple independent random number streams

This question is somehow related to this one. Having multiple streams of pseudo-random numbers known to be independent and with a uniform distribution I want to do Monte Carlo simulations in ...
791 views

### Normalizing a Gaussian Distribution

Assuming a Gaussian distribution with mean of zero and standard deviation of one, I would like to normalize this for an arbitrary mean and standard deviation. I know you're supposed to add the mean ...
49 views

### Why does adding 3 random decimals in the range [-1,1] give a normal dist with std. dev 1?

I've used Math.random()*2-1+Math.random()*2-1+Math.random()*2-1 many times in the past to get normally-distributed random numbers with a standard deviation of 1. ...
138 views

### Is first order moving average a Markov process?

Given first order moving average $$x(n) = e(n) + ce(n-1)$$ where $e(n)$ is a sequence of Gaussian random variables with zero mean and unit variance which are independent of each other, and $c$ is ...
652 views

### Cumulative distribution function determine the random variable

I don't know that determine is the right word, but I try to explain. What I need to understand. :) So.. We know's that if a function fit this conditions: Monotonically non-decreasing for each of its ...
211 views

### CDF of standard normal random variable never actually is 0 or 1, right?

The CDF of a standard normal random variable is never actually 0 or 1, they only approach 0 and 1, correct?
42 views

### Cauchy Random Variable Question [duplicate]

Possible Duplicate: How calculate the probability density function of $Z = X_1/X_2$ Need help with the following problem: Suppose that X and Y are independent normal random variables with ...
1k views

### The variance in the average of a set of normally distributed random variables

I have a set of $M$ normally distributed random variables, $r_i$, each with an associated mean $u_i$, but the same variance $\sigma^2$. What is the variance of the average of these $M$ random ...
74 views

### $\chi^2$ test and sampling variance

Let $f(x)$ denote the pdf of a $\chi^2$-distribution with $n\in\mathbb{N}$ degrees of freedom given by f(x) = \frac{2^{-n/2}}{\Gamma(n/2)}\cdot x^{n/2-1}\cdot\mathrm ...
5k views

### Why doesn't NORMSINV(RAND()) in Excel work as a standard normal random number generator?

I am looking for an easy way to generate random numbers from a standard normal distribution in Excel. I realize the best way is probably the Box–Muller method, ...
274 views

### Normal Random Variable - uniform distribution

So here's the question I'm trying to solve: A stock price movement model supposes that if the current stock price is s, then, after one period, the stock price will be $us$ with probability ...
695 views

### Generate a set of random numbers with an average evenly distributed between two given values

1) I generate 1000 random numbers between 0 and 10 and take the average. If I do the above action "many" times the resulting average values will be a normal distribution over 0 to 10. Correct? What ...
I've been working on finding the probability for the event, that the sum of $n$ independent random variables are less than $s$, when they are evenly distributed on $[0,1)$. I've used the law of total ...