Article View: sci.math.num-analysis
Article #674Re: 2D random numbers
From: Gideon A Fraenkel
Date: Wed, 30 Sep 1992 13:09
Date: Wed, 30 Sep 1992 13:09
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In article <3638.9209301031@rfsparc.essex.ac.uk> jenum@essex.ac.uk (Mohamed Jenu M Z) writes:
>
>Hi netters,
>
>Is it ok to generate a 2D Gaussian distribution (mean 0 and variance 1)
>pseudorandom numbers from a 1D pseudorandom numbers (Gaussian, mean 0,
>variance 1) by arranging them into rows and columns? Any advice is
>greatly appreciated.
>
>Jenu
>
>jenum@ossparc.essex.ac.uk
What about the 2D distribution is supposed to be Gaussian? If it's
the norm -- the distance from the origin -- , then the answer to your
question is no. In general, the distribution of a function f(x,y) is
calculated as
/
P(z) = | delta(z-f(x,y)) P(x)P(y) dxdy .
/
You can see that if x and y are Gaussian, then P(z) will be
proportional to z times a Gaussian, which among other things goes to
zero at the origin. If you do want z to be normal, you could just
choose it, and then set the azimuth to a number flatly distributed
from 0 to 2pi. What actually do you want?
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<1992Sep30.130942.12022@magnus.acs.ohio-state.edu>Path:
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Newsgroups: sci.math.num-analysis Path: arc1-ca.pugleaf.net!sparky!uunet!think.com!rpi!zaphod.mps.ohio-state.edu!magnus.acs.ohio-state.edu!gfraenke From: gfraenke@magnus.acs.ohio-state.edu (Gideon A Fraenkel) Subject: Re: 2D random numbers Message-ID: <1992Sep30.130942.12022@magnus.acs.ohio-state.edu> Sender: news@magnus.acs.ohio-state.edu Nntp-Posting-Host: bottom.magnus.acs.ohio-state.edu Organization: The Ohio State University References: <3638.9209301031@rfsparc.essex.ac.uk> Date: Wed, 30 Sep 1992 13:09:42 GMT Lines: 29