RANNOR Function

Returns a random variate from a normal distribution

Category: Random Number

Tip: If you want to change the seed value during execution, you must use the CALL RANNOR routine instead of the RANNOR function.

Syntax

RANNOR ( seed )

Arguments

seed

• is an integer. If seed ‰ 0, the time of day is used to initialize the seed stream.

• Range: seed < 2 ³¹ -1

• See: 'Seed Values' on page 257 for more information about seed values

Details

The RANNOR function returns a variate that is generated from a normal distribution with mean 0 and variance 1. The Box-Muller transformation of RANUNI uniform variates is used.

A normal variate X with mean MU and variance S2 can be generated with this code:

 x=MU+sqrt(S2)*rannor(seed); 

A lognormal variate X with mean exp (MU + S2/2) and variance exp (2*MU + 2*S2) - exp (2*MU + S2) can be generated with this code:

 x=exp(MU+sqrt(S2)*rannor(seed)); 

Comparisons

The CALL RANNOR routine, an alternative to the RANNOR function, gives greater control of the seed and random number streams.

See Also

Call routine:

'CALL RANNOR Routine' on page 373