Generation of Standard Normal Random Variables
Kollu Ranga Rao, Naveen Kumar Boiroju, Mahendra Reddy · Indian Journal of Scientific Research · 2011
In this paper, we discuss generation of random variables from standard normal distribution. We apply inverse transform method to approximation of cumulative normal distribution. We require atleast two uniform random variables to generate a single standard normal variable, but in the proposed algorithm only a single uniform variable is enough to generate the standard normal variables. We test whether the generated sample possess the characteristics of standard normal distribution and the randomness of the observations.