mercredi 11 janvier 2017

Generating a random variable with specific mean and variance

Dear all I first want to apologize for my language since I am not an English Native speaker.

I am new to Python and I am wondering If I can simulate a process where a variable follow a normal distribution with specific mean and variance

I am working on the Vasicek model and I found the distribution of the stochastic rate as:

enter image description here

Is it possible to generate this with a graph via matplotlib ?




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