randn function does not work

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Binbin Zhang
Binbin Zhang 2017-11-27
评论： David Goodmanson 2017-11-27
the average value of data generated by function 'randn' is not zero
  1 个评论
Stephen23
Stephen23 2017-11-27
编辑：Stephen23 2017-11-27
It doesn't have to be. What would you expect for a random sample of one?

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采纳的回答

Walter Roberson
Walter Roberson 2017-11-27
Any one call to randn() is a finite sampling of the infinite distribution. The mean of 0 is statistical, not guaranteed for any finite subset.
If it were otherwise, imagine doing randn(1,1): in order for the mean of that sampling to be 0 each randn(1,1) would have to return 0. For randn(1,2) with two values being generated, both would have to be 0 or the two would have to be exact negatives of each other.
You can do statistical modeling to figure out the probability of the mean of a finite sampling being more than any given value.

更多回答（2 个）

Guillaume
Guillaume 2017-11-27
For some reason, my dice don't work either. I've thrown them many times, yet the mean value is not exactly 3.5.
>> mean(randn(1, 1e8))
ans =
-1.9019e-04
Pretty close to zero if you ask me. You'll only get exactly zero if you call randn an infinite number of times (or you're really lucky)
Binbin Zhang
Binbin Zhang 2017-11-27
Thanks a lot, got it.
  1 个评论
David Goodmanson
David Goodmanson 2017-11-27
Somebody should mention that if you take N samples from a distribution with standard deviation 1, then the standard deviation of the N-sample mean is 1/sqrt(N). So in Guillaume's example with N = 1e8, you would expect an answer down around 1e-4, which is what happened.

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