Hi, Attila > I see two issues here: If your random numbers are indeed between 0 and 1, > as you write, then they are uniformly distributed, and not normally > distributed. This will give you a slight bias when integrating. >
You are correct, my statement was imprecise - I generate numbers between 0 and 1, but then multiply that with a function in Excel that yields a normal distribution with a standard distribution of 1. > The other issue is the integration itself. Because you do a nummerical > integration at discrete time steps, you will get a slight offset. > I suspect the issue may be this - but I do not immediately see how.. Ole _______________________________________________ time-nuts mailing list -- [email protected] To unsubscribe, go to http://lists.febo.com/mailman/listinfo/time-nuts_lists.febo.com and follow the instructions there.
