random variable with varying mean

[slam99]

Hi,
I am just wondering if there is any quick way in Matlab to generate a random variable with a varying mean?
Thanks,
S

 

[MacGyverS2000]

This makes no sense. A single number has a mean equal to itself. What is the distribution you are trying to fulfill?

 

[slam99]

Sorry, I meant a sequence of number. For instance, if I were to build a random sequence in matlab using the function "randn(1,N)", I would get an array of "N" number with mean=0. What I am after is the way to generate a sequence of number that don't have a fixed mean. Hopefully, this clarify the confusions result from my previous posting.

 

[MacGyverS2000]

If the numbers are truly random, they're going to have a zero mean. You could take random numbers from a set, such as anything between -50 and 2,000, and the mean would be non-zero, but you can't randomize the mean. Trying to randomize the mean would ring you right back to a mean of zero (mean of a mean, if you will).

 

[johnwiss]

Just make a normal variable and set the mean to be yet another gaussian random variable. The speed that the mean changes is critical -- you want to filter the gaussian that represents the mean by doing a moving average or something. Change it at about 1/100 or so. You want to model a real process so the density you want is important.

 

[tinfoil]

When you say " to generate a sequence of number that don't have a fixed mean", do you have any particular function you want the mean to follow?

e.g.s :
increase linearly by some average value F(t) = a * t

oscillate around zero in a sinusoidal pattern F(t) = b * sin(at)

Once you determine how you want your mean to 'vary' it will be a lot easier to find a way to di it.