Explain Direct Transformation method for random variate generation using Normal and Lognormal distribution.

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teamques10 ★ 65k

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written 5.1 years ago by

teamques10 ★ 65k

Given std. normal variable z ? N (0,1). we can obtain $X \sigma N ( \mu, 6^2)$ by setting $x = \mu + 6^2$

consider 2 std. normal variables 2, and Z2, plotted as a point in the plane as shown below:

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$Z_1 = Bcas \theta Z_2 = Bsin \theta$ …

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