RANNOR Function

Returns a random variate from a normal distribution.

Category:	Random Number
Tip:	If you want to change the seed value during execution, you must use the CALL RANNOR routine instead of the RANNOR function.

Syntax

RANNOR(seed)

Required Argument

seed

is a numeric constant, variable, or expression with an integer value. If seed ≤ 0, the time of day is used to initialize the seed stream.

Range	seed < 2³¹−1
See	Seed Values for more information about seed values

Details

The RANNOR function returns a variate that is generated from a normal distribution with mean 0 and variance 1. The Box-Muller transformation of RANUNI uniform variates is used.

A normal variate X with mean MU and variance S2 can be generated with this code:

x=MU+sqrt(S2)*rannor(seed);

A lognormal variate X with mean exp(MU + S2/2) and variance exp(2*MU + 2*S2) −exp(2*MU + S2) can be generated with this code:

x=exp(MU+sqrt(S2)*rannor(seed));

For a discussion about seeds and streams of data, as well as examples of using the random-number functions, see Generating Multiple Variables from One Seed in Random-Number Functions.

Comparisons

The CALL RANNOR routine, an alternative to the RANNOR function, gives greater control of the seed and random number streams.