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how to write the randn' s code with just using rand and CLT

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alireza kooshafar
alireza kooshafar on 19 Feb 2016
Answered: jgg on 19 Feb 2016
I wrote this code but I didn't get the correct answer from it. i don't know where the problem is. thank for help
clear all
m = input( 'please enter the number of LINES:');
n = input( 'please enter the number of ROWS:');
y = zeros(m,n);
G = zeros(m,n);
x = rand(m,n);
y= 0.2*x+32;
for i= 3: m*n
s(i-1)= s(i-2) + y(i-1);
G = zeros(m,n);
for i= 1:m*n
G(i) = s(i)/(i) ;


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jgg on 19 Feb 2016
I think your problem might be that rand generates numbers uniformly on [0,1]. I'm not at all clear what is going on with your code here, since it seems to be doing something specific, and not generally solving the problem, but you need to use rand to produce a variable with the same mean and variance. If you don't have that, you can't get anywhere in the first place. For instance, y here has mean 32.1 and variance of like approx 0.2/12
I'm assuming you directly want to do this using the CLT, and not just use the inverse of the normal CDF? Because that's way easier.
alireza kooshafar
alireza kooshafar on 19 Feb 2016
@Walter Roberson
Central Limit Theorem
thanks yes you are right about the fault but I have no idea about using Cumulative distribution function here
and I am just going to write randn's code by using rand and the way is not importent
jgg on 19 Feb 2016
If you don't care about the method, see the answer below.

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Accepted Answer

jgg on 19 Feb 2016
Since you don't actually want to use the CLT, then inverse sampling is your solution.
notrandn = @(n,m)(norminv(rand(n,m),0,1));
out = notrandn(10000,1);
out2 = randn(10000,1);
hold on


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