how to generate a gaussian distribution using mysql user-defined function

Question

I like to use MySQL to do quantitative analysis and statistics. I would like to make a MySQL user-defined function of the form: sample_gaussian(mean, stdev) that returns a s

Answer 1

rand() returns a uniformly distributed random variable between 0 and 1 (you should verify this because i am not sure - this is how it works in Sybase). You can use rand() to generate one or more normally distributed random variables r with mean zero and standard deviation (and variance) one, i.e. r ~ N(0,1), implementing one of the methods mentioned here

When you have generated a random variable from N(0,1), you can de-standardize it (solve for X in the formula here) to get a random variable from N(my_mean,my_std), that is by multiplying it by my_std and then adding my_mean.