Normal/Gaussian Function or Method: Normal Probability Density

Normal/Gaussian Function or Method: Normal Probability Density - Messages

#1 Posted: 1/6/2023 7:08:49 PM
Mark R Harris

Mark R Harris

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This matrix generator (thanks gUrrozEN) produces random 'equal-probability' values for a given center value and tolerance band.

I'm hoping to revise this to return values within a normal/Gaussian probability as illustrated:
Normal PDF.png
Random to Normal.sm (42 KiB) downloaded 14 time(s).

Any thoughts?
#2 Posted: 1/6/2023 10:47:00 PM
Jean Giraud

Jean Giraud

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Wrote

Any thoughts ?


Native Smath plugins generate uniform randoms.
The Central Theorem proves that enough uniform randoms
generate a Normal Distribution.
You simply need to bin in an histogram utility.
Is that is what you are looking for ?
Otherwise, I don't understand your request.
Cheers ... Jean.

#3 Posted: 1/7/2023 2:07:39 AM
Mark R Harris

Mark R Harris

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Thank you for the reply Jean.

I'm after a method or function that will return a random value with the probability that 68.2% of the time it will be within 1 sigma, and 95.4% of the time it will be within 2 sigmas, etc.
#4 Posted: 1/7/2023 4:13:06 AM
Alvaro Diaz Falconi

Alvaro Diaz Falconi

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Hi. For 'convert' random uniform distributed numbers between 0 and 1 to another probability distribution, in your case, for get some normal distributed numbers you can use the inverses of the cdf distributions. You can check that here for 1000 numbers you have the desired mean and std deviation

Clipboard01.png

so, I guess that in your function rmat this is the function for normal distributed numbers

Clipboard02.png

random to nomral.sm (5 KiB) downloaded 21 time(s).

Best regards.
Alvaro.
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Mark R Harris 1/7/2023 5:25:00 AM
#5 Posted: 1/7/2023 5:32:57 AM
Mark R Harris

Mark R Harris

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Thanks Alvaro, very greatly appreciated.

For me, the sample file has a problem:
Syntax Error.png
#6 Posted: 1/7/2023 5:55:38 AM
Alvaro Diaz Falconi

Alvaro Diaz Falconi

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Hi. I mean: substitute that M[i,j] into your rmat(...) function for get normal distributed numbers with the rmat algorithm instad uniform distributed ones.

Best regards.
Alvaro.
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Mark R Harris 1/7/2023 6:22:00 AM
#7 Posted: 1/7/2023 11:22:38 AM
Jean Giraud

Jean Giraud

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Wrote

Thank you for the reply Jean.

I'm after a method or function that will return a random value with the probability that 68.2% of the time it will be within 1 sigma, and 95.4% of the time it will be within 2 sigmas, etc.


I don't understand completely ... sorry.
However, from a native random sigma, you can solve for a desired other one.
Cheers, be good Down Under ... Jean.

sigma.PNG

Random NORMAL Histogram Copy.sm (44 KiB) downloaded 19 time(s).

#8 Posted: 1/7/2023 3:44:13 PM
Mark R Harris

Mark R Harris

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Thank you both. Alvaro: perfect, thank you.

Here is the working update:

20230109 Random Normal Distribution.png

20230109 Random to Normal.sm (54 KiB) downloaded 29 time(s).
#9 Posted: 1/9/2023 1:41:49 AM
Mark R Harris

Mark R Harris

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See the updated post above.
#10 Posted: 1/9/2023 12:44:09 PM
Jean Giraud

Jean Giraud

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Wrote

See the updated post above.



20230109 Random to Normal_1.sm (81 KiB) downloaded 30 time(s).

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