Question

Suppose that X is a standard normal random variable with mean 0 and variance 1 and that we know how to generate X. Explain how you would generate Y from a normal density with mean μ and variance σ? That is, given that we already generated a random variate X from N(0,1), how would you convert X into Y so that Y follows N (μ, σ 2)?

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Answer #1

TOPIC: Transformation of Normal variates.

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