norml.m

generate a normal sequence from rayleigh distribution

%generate a normal sequence from rayleigh distribution
function norml
for i=1:1000,
a1 = rand;
a2 = rand;
x(i) = (-2*log(a1))^.5*cos(2*pi*a2);
y(i) = (-2*log(a1))^.5*sin(2*pi*a2);
end
% v=var(x)
% m=mean(x)
if 1,
    clf
    figure(1)
    plot(1:1000,x,'b+');
    axis([0 1000 -5 5])
    title('generation of gaussian r.v.')
    figure(2)
    plot(1:1000,y,'b+');
    axis([0 1000 -5 5])
    title('generation of gaussian r.v.')
end