ABSTRACT

These random numbers are from the standard normal distribution, i.e. the normal distribution with mean 0 and standard deviation 1. They may be transformed to random numbers from any other normal distribution with mean μ and standard deviation σ by multiplying them by σ and adding μ. For example to obtain a sample from the normal distribution with mean μ=10 and standard deviation σ=2, double the numbers and add 10, thus: 2×(0.5117)+10=11.0234, 2×(−0.6501)+10=8.6998, 2×(−0.0240)+10=9.9520, etc.