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So lets assume I have a Gaussian random number generator that takes 2 parameters std deviation and mean, X(d,m). What I want to do is specify the std deviation for the number generator such that i get a random number in a given range 95% of the time e.g. -n< X(d,0)< n. Knowing n how can I solve for std deviation?

Andy McCall
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1 Answers1

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95% confidence interval corresponds to 1.96 standard deviations either side of the mean for a normal distribution. This means that 95% of the total area under a normal curve is contained within the interval 

    [mean -1.96*S.D, mean + 1.96*S.D]

For example if your mean is zero and you want numbers to fall in the range [-3.92,3.92] you would choose a standard deviation of 2 for your gaussian random number generator.

mathematician1975
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