wgauss

Making Normal Gauss Random variable

Problem of using "randn" on matlab

If you use randn to making normal random variable, that will be only half success.
Because randn can't create a matrix with a mean of exact 0 and a standard deviation of exact 1.
Also, it is inconvenient to make variable that has mean and deviation that we want.

Basic Idea

To solve the problems above, We can simply transform variable that made by randn.

Discription

• First

  Get Matrix A and b.

       function x=wgauss(mx, vx, nx)
  

  Making function.
  mx is 'Average (mean value)' that you want to get.
  vx is 'Variance' that you want.
  nx is 'Number of Variable'.

• Second

  Transform variable that made by randn.

       x=sqrt(vx).*((k-km)/sqrt(kv))+mx; 
  

• Third

  Then you can get variable set that has exact value of mean and deviation we want.

Others..

• I uploaded only function m-file. So, you should write your own script m-file.
• I am hoping that my code can help other undergraduate students' assignments.