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TGS Management Company interview question

How to generate a gaussian distribution with rand()

Interview Answers

Anonymous

4 Sept 2013

Use either inverse transform or Box-muller, rand(m,n) only gives uniform r.v.

5

Anonymous

22 Oct 2021

Generate a random variable between 0 and 1 uniformly and use inverse cdf of a gaussian to compute the samples from a normal distribution.

1

Anonymous

5 Dec 2021

Use Central Limit Theorem. Generate samples of size 'n' with replacement using rand() and compute mean. The distribution of such means will be gaussian irrespective of distribution being followed in rand().

1

Anonymous

4 Nov 2012

rand(m,n) produces a m*n matrix, where each element is a random observation from N(0,1).