MATLAB: Generating random numbers

random number generatorstatistics

I want to write a Matlab code for generating “m” numbers from N(0,1) using following algorithm. My code should be a general code for “m”, “mu” & “sigma”.
1.Generate u1, u2 from UNIF(0,1), then set y=tan(pi*(u1-1/2))
2.If u2 <= (sqrt(e)/2)*(1+y^2)*e^((-y^2)/2) then set x=y, otherwise go to step 1
3.Repeat 1-2 until you generate m numbers.
this is my code:
function [randnormal]=atakan(a,b,m) randnormal=[];
count=1;
while (count<=m) R = normrnd(a,b);
u1=unifrnd(0,1);
u2=unifrnd(0,1);
y=tan(pi*(u1-1/2));
if (u2<=((sqrt(exp(1))/2)*(1+y^2)*(exp(1)^(-y^2/2))))
randnormal=[R;y];
end
count=count+1;
end

Best Answer

function x = atakan(mu,sigmasqroot,m)
count=0; x=[]; y=[];
while (count<m)
u1=rand;
u2=rand;
y=tan(pi*(u1-(1/2)));
test=((sqrt(exp(1))/2)*(1+(y^2))*((exp(1)^((-y^2)/2))));
if (u2<=test)
z=sqrt(sigmasqroot)*(y+mu); % if x~N(0,1) then sigma*(x+mu)~N(mu,sigma^2) then set x=y;
x=[x; z];
count=count+1;
end
end