Hello

For my simulations, I have to simulate paths of

Normal(mu*, sigma*).random variables. It so happens, that each path

has few [500] observations, AND sigma is large [compared to mu]. Thus

the realized values of mu are often very different from mu*. I

discovered that in my particular application, it makes sense to take

each path,

1) estimate mu and sigma

2) if mu is not equal to m*, then "massage the data" - for each path,

convert the data into N(0,1) [by subtracting the estimated mu [for

this path] from each observation, etc], and then convert the data into

N(M*, Sigma*)I [by adding m* to each value, etc].

I was wondering whether there is a formal Statistics term describing

this "massaging the data" procedure. I really need to know this, to

be able to put my research into context of existing work.

Thank you very much for your kind help

Stan