Generating Gaussian random numbers

Rand (1) returns one pseudo random number between 0 and 1 correct? (I don't knoW MATLAB myself but I know what you can do with the random number)

Use the box-Muller transform.

This transform says is U1 and U2 are two independent Uniform Random Variables on 0, 1, I. e., UI ~ U (0, 1), then

Z1 = SQRT (-2 * log (U1) * sin (2 π U2)
Z2 = SQRT (-2 * log (U1) * Cos (2 π U2)

Where Z1 and Z2 are both standard normal random variables.
And log is the natural log.

Forgive my syntax here, but like I said, I don't know MATLAB. But these couple lines shoshould help you generate normal random variables X1 and X2 with mean μ andstandard deviation σ.

MU = 5; // enter the mean you want or need
Sigma = 3; // enter the standard deviation you want or need

U1 = rand (1 );
U2 = rand (2 );

Z1 = SQRT (-2 * log [U1]) * sin [2 * pI * U2];
Z2 = SQRT (-2 * log [U1]) * Cos [2 * pI * U2];

X1 = Mu + z1 * sigma;
X2 = Mu + Z2 * sigma;

 

Http://www.taygeta.com/random/gaussian.html