I have a method which returns random samples from a standard normal distribution, i.e. mean 0 and standard deviation 1.

How can I alter these samples so they have a different deviation? For example, I want to sample from a normal distribution with mean 0 and standard deviation 2?

What operation do I need to apply to the samples from the standard normal distribution?

  • 2
    $\begingroup$ If $U\sim \text{Norm}(0,1)$ then $\sigma U+\mu\sim \text{Norm}(\mu,\sigma^2)$. Is that what you mean to ask for special case $\mu=0$ and $\sigma=2$? $\endgroup$ – drhab Oct 31 '16 at 11:53
  • $\begingroup$ @drhab This is exactly what I meant. Thanks $\endgroup$ – JNevens Oct 31 '16 at 11:54

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