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Further Reading:
Alberto Leon-Garcia,
"Probability and Random Processes for Electrical
Engineering", Addison-Wesley, Reading (MA), 1994.
Roy D. Yates and David
J. Goodman, "Probability and Stochastic Processes", John
Wiley, New York (NY), 1999.
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Abstract
This paper aims at exploring different
techniques for creating a random variable X according to a normal
distribution with zero mean and unit variance. The methods include the use
of an inverse cumulative distribution function, the Box-Muller method, the
polar technique and the application of the Central Limit Theorems to
uniform random variables. The normal random variables generated by these
methods are then compared according to different performance metrics,
including theor mean, variance and kurtosis, and conclusions are drawn
about the performance of each of the techniques.
The
complete text of the Term Paper may be accessed here (20 pages, 167 KB).
(Requires Adobe Reader)
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