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
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