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random nums with given sd, mean
Message posted by Thomas on February 11, 2001 at 12:00 AM (ET)
I have a set of n numbers for
which I have calculated
the mean and std dev.
How can I generate n random
numbers with the same
mean and std dev.
Is this possible?
READERS RESPOND:
(In chronological order. Most recent at the bottom.)
Re: random nums with given sd, mean
Message posted by Phil on February 12, 2001 at 12:00 AM (ET)
You can come very close using the Monte Carlo technique. If you know the actual distribution, you may be able to use the "inverse transformation method". You can look these up in other statistics, OR, or simulation books. Both techniques use uniformly distributed random numbers to generate random numbers following other distributions. There are other techniques than the ones I mentioned, but those are probably the most basic.
Re: random nums with given sd, mean
Message posted by Phil on February 12, 2001 at 12:00 AM (ET)
BTW. If the data is normally distributed, there are a number of ways to generate normally distributed random numbers for any sd & mean. These rn generators may be available on the web somewhere.
Re: random nums with given sd, mean
Message posted by Tommy VH on February 12, 2001 at 12:00 AM (ET)
MS Excel has a random numbers generator function (RAND). With it you can generate a number of distributions.
Re: random nums with given sd, mean
Message posted by Darius on February 12, 2001 at 12:00 AM (ET)
In Excel if you have Mean and Stdev=NORMINV(RAND(),Mean,Stdev)
or the inverse function of other distribution model.
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