Aug
5

## Beasley-Springer-Moro inverse normal

Once you get uniform random numbers, how to inverse that to normal random numbers require numerical technique, Moro is one of such techniques,

http://www.mathworks.com/matlabcentral/fileexchange/loadFile.do?objectId=14234&objectType=file

Hot posts:

15 Incredibly Stupid Ways People Made Their Millions

Online stock practice

Ino.com: Don't Join Marketclub until You Read This MarketClub Reviews

World Changing Mathematical Discoveries

Value at Risk xls

Random posts:

Pathwise Derivative vs Finite Difference For Greeks Computation

Yield Curve Modelling

Mental Math Tricks

Oxford MFE UCSD GARCH toolbox

Performance of Trend Factor in Chinese market

my favourite method for constructing standard normal variates is the highly sophisticated interpolation formula by Peter Acklam for the inverse cumulative normal distribution. A very crude way to quickly construct (approximately) normally distributed variates is to add up 12 uniform variates, and subtract 6. For any reasonable application, I would always use either Peter Acklam’s method, or Boris Moro’s interpolation formula.

http://www.mathworks.com/matlabcentral/fileexchange/loadFile.do?objectId=14234&objectType=file

**People viewing this post also viewed:**

Hot posts:

Random posts: