MATLAB: Generate random number between -1 and 1 with specified mean and variance

MATLABprobabilityrandomstatistics

Hi,

I need help generating a random number between -1 and 1 with a specified mean and variance.

I'm using c=a + b*randn() with 'a' as the mean and 'b' as the standard deviation but the problem is that since the randn function only generates a mean zero standard deviation 1 random variable then I might end up having c greater or less than 1.

Thanks

Best Answer

Hi, You did not state what distribution you want the random numbers to follow. From your use of randn() in your post, I'm assuming Gaussian. In that case you can scale randn() by a factor that will reduce the variance so that the numbers lies between [-1,1].

For example, since a Gaussian random variable is expected to be essentially the mean +/- 3*standard deviation (with probability close to 1), you can use

x = (1/3)*randn(100,1);

to generate a Gaussian-distributed random sample that essentially lies with +/- 1.

You can use rand():

r = -1 + 2.*rand(100,1);

to generate a uniformly-distributed random sample on [-1,1].

Wayne

Related Solutions

MATLAB: Normally distributed pseudorandom numbers using randn

You cannot expect it to have exactly a mean of 10.5 in one realization of the random vector. If you repeat that experiment a large number of times, you will see the mean of the means will come very close to 10.5

    for nn = 1:1e4
      x = 10.5+randn(1,10);
      meanz(nn) = mean(x);
   end
    mean(meanz)

Just taking a sample from a N(mu,sigma^2) population does not guarantee the mean of the sample will be mu. You have to look at the sampling distribution of the sample mean.

MATLAB: Random Gaussian variable distribution

If you want normally-distributed random numbers with zero mean and unit variance (and therefore unit standard deviation), use the randn function:

N01 = randn(1,10);

This will generate a 10-element row vector with zero mean and unit variance.

Best Answer

Related Solutions

MATLAB: Normally distributed pseudorandom numbers using randn

MATLAB: Random Gaussian variable distribution

Related Question