Borodog
12-07-2006, 05:12 PM
So to answer Sklansky's question about horse races, I wrote a program to generate normally distributed random deviates using the Box-Muller Transform:
http://i27.photobucket.com/albums/c153/Borodog/box-muller.png
Where a and b are uniformly distributed over (0,1] and c is the normally disctributed random deviate.
For kicks I plotted c vs c', where c' is the same deviate, except with a and b switched. I got this result:
http://i27.photobucket.com/albums/c153/Borodog/weird.gif
I have no idea what this means, but it looks pretty cool. Anybody able to explain this?
http://i27.photobucket.com/albums/c153/Borodog/box-muller.png
Where a and b are uniformly distributed over (0,1] and c is the normally disctributed random deviate.
For kicks I plotted c vs c', where c' is the same deviate, except with a and b switched. I got this result:
http://i27.photobucket.com/albums/c153/Borodog/weird.gif
I have no idea what this means, but it looks pretty cool. Anybody able to explain this?