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Standard normal deviate

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164: 107:: these can be obtained from standard normal deviates (themselves the output of a pseudorandom number sequence) by multiplying by the scale parameter and adding the location parameter. More generally, the generation of pseudorandom number sequence having other 91:
Given a model for a set of observed data, a set of manipulations of the data can result in a derived quantity which, assuming that the model is a true representation of reality, is a standard normal deviate (perhaps in an approximate sense). This enables a
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When the term "deviate" is used, rather than "variable", there is a connotation that the value concerned is treated as the no-longer-random outcome of a standard normal random variable. The terminology here is the same as that for
115:, random values of which can be obtained by adding the squares of standard normal deviates (although this would seldom be the fastest method of generating such values). 50: 1. Where collections of such random variables are used, there is often an associated (possibly unstated) assumption that members of such collections are 205: 57:
Standard normal variables play a major role in theoretical statistics in the description of many types of models, particularly in
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may involve manipulating sequences of standard normal deviates: an example here is the
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Dodge, Y. (2003) The Oxford Dictionary of Statistical Terms. OUP.
103:, the aim may be to generate random numbers having a 216: 81:. Standard normal deviates arise in practical 199: 206: 192: 96:to be made for the validity of the model. 217: 158: 13: 14: 241: 162: 99:In the computer generation of a 36:standard normal random variable 139: 1: 133: 178:. You can help Knowledge by 101:pseudorandom number sequence 16:Normally distributed deviate 7: 121: 10: 246: 157: 52:statistically independent 113:chi-squared distribution 21:standard normal deviate 174:-related article is a 109:marginal distributions 128:Standard normal table 67:time series analysis 63:analysis of variance 25:normally distributed 230:Normal distribution 105:normal distribution 59:regression analysis 187: 186: 94:significance test 237: 225:Statistics stubs 208: 201: 194: 166: 159: 153: 143: 245: 244: 240: 239: 238: 236: 235: 234: 215: 214: 213: 212: 156: 144: 140: 136: 124: 75:random variable 40:random variable 38:, defined as a 17: 12: 11: 5: 243: 233: 232: 227: 211: 210: 203: 196: 188: 185: 184: 167: 155: 154: 137: 135: 132: 131: 130: 123: 120: 119: 118: 117: 116: 97: 79:random variate 44:expected value 15: 9: 6: 4: 3: 2: 242: 231: 228: 226: 223: 222: 220: 209: 204: 202: 197: 195: 190: 189: 183: 181: 177: 173: 168: 165: 161: 160: 152: 151:0-19-920613-9 148: 142: 138: 129: 126: 125: 114: 110: 106: 102: 98: 95: 90: 89: 88: 87: 86: 85:in two ways. 84: 80: 76: 70: 68: 64: 60: 55: 53: 49: 45: 41: 37: 33: 29: 26: 22: 180:expanding it 169: 141: 71: 56: 46: 0 and 35: 20: 18: 32:realization 219:Categories 172:statistics 134:References 83:statistics 30:. It is a 122:See also 48:variance 28:deviate 149:  61:, the 170:This 42:with 34:of a 23:is a 176:stub 147:ISBN 77:and 65:and 221:: 69:. 54:. 19:A 207:e 200:t 193:v 182:.

Index

normally distributed
deviate
realization
random variable
expected value
variance
statistically independent
regression analysis
analysis of variance
time series analysis
random variable
random variate
statistics
significance test
pseudorandom number sequence
normal distribution
marginal distributions
chi-squared distribution
Standard normal table
ISBN
0-19-920613-9
Stub icon
statistics
stub
expanding it
v
t
e
Categories
Statistics stubs

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