Rescaling a standard normal draw
Topic: Simulation · more questions on this topic
‹ Draws from a uniform interval A shifted exponential density ›
Draws from the standard normal distribution are available. Explain how to turn one of them into a draw from \operatorname{N}(3,9).
Worked answer (click to show)
The target variance is 9, so the scale is 3. Draw X\sim\operatorname{N}(0,1) and return Y=3+3X.