An algorithm to generate Gaussian random numbers based on the Central Limit Theorem

• Pick 12 uniform random numbers -- X(i), between 0 and 1.

• Add them up to obtain a new random number Y(i) = SX(i)

• Redefine Y(i) = Y(i) - 6. Why?

• What is the variance? How can we make the numbers “velocities” ?

ron:

The variance is 1/12

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