srimaster
srimaster

Reputation: 101

Random Number From Normal Distributions in Matlab

Is randn() in Matlab actually using an inverse normal distribution to generate the random numbers from normal distributions?

Upvotes: 0

Views: 128

Answers (1)

pjs
pjs

Reputation: 19855

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

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