Gaussian distributed random numbers
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I need to generate a stationary random numbers with gaussian distribution of zero mean and a variance of unity with max value one.
1 个评论
John D'Errico
2014-7-11
As all the people have pointed out, there are questions that you must answer before you really get a valid response.
Is the mean to be zero and the variance 1 AFTER truncation or before?
采纳的回答
Star Strider
2014-7-11
The core MATLAB function randn will produce normally-distributed random numbers with zero mean and unity standard deviation.
If you want the numbers to be limited to those <=1, this will work:
q = randn(1,10);
q = q(q<=1);
4 个评论
Star Strider
2014-7-11
For that matter, considering that the Gaussian distribution has infinite support, once truncated, it is no longer Gaussian.
The mean and variance shift can be ‘fixed’ relatively easily though:
q = q/std(q) - mean(q);
It’s still non-Gaussian, but the numbers work.
更多回答(2 个)
Ben11
2014-7-11
What if you generate some random numbers (here 100) with normal distribution, mean of 0 and std dev of 1:
R = normrnd(0,1,1,100);
then divide all by the highest value so that the maximum is 1:
R_norm = R./max(R(:));
Check max:
max(R_norm(:))
ans =
1
2 个评论
Chris E.
2014-7-11
编辑:Chris E.
2014-7-11
Well a simple Gaussian distribution code can be as follows:
function main()
xo = 0;
yo = 0;
xsigma = 0.01;
ysigma = 0.01;
particle_amount = 100;
xpoints = Gauss(xo,xsigma,particle_amount)
ypoints = Gauss(yo,ysigma,particle_amount)
%needs column vectors
coordinates_x_y = [xpoints ypoints];
function output = Gauss(xo,sigma,PA)
r = sqrt(-2.0.*(sigma^2).*log(rand(PA,1)));
phi = 2.0.*pi.*rand(PA,1);
output = xo+r.*cos(phi);
This produces as many random Gaussian distribution about the center of (x,y)=(0,0) and a sigma of 0.01 with 100 points of data. You can modify where needed. I hope that helps you out!
3 个评论
Jon Thornburg
2020-6-22
This thead is a few years old but I was looking over the example, because I need to do something similar. I was trying the above code. Gauss(xo,xsigma,particle_amount) it pops out the error "Undefined function or variable 'Gauss'."
Gauss was not deifed as a variable and searching matlab documentation cannot find "Gauss" by itself as formated in the above script. Any suggestions?
Ruben Dörfel
2020-10-13
@Jon Thornburg
Gauss seems to be a user defined function. You would have to put
function output = Gauss(xo,sigma,PA)
r = sqrt(-2.0.*(sigma^2).*log(rand(PA,1)));
phi = 2.0.*pi.*rand(PA,1);
output = xo+r.*cos(phi);
into a new script. You should look up how to implement functions in matlab.
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