Reputation: 101
Is randn()
in Matlab actually using an inverse normal distribution to generate the random numbers from normal distributions?
Upvotes: 0
Views: 127
Reputation: 19853
This manual page says:
NormalTransform: Transformation algorithm used by randn(s, ...) to generate normal pseudorandom values. Possible values are 'Ziggurat', 'Polar', or 'Inversion'.
You specifically asked about inversion, so I'm assuming you're already familiar with it. Here are links in case you want to know more about the Ziggurat or polar methods.
Upvotes: 2