## Forcing the realized mean = simulation mean

### Forcing the realized mean = simulation mean

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

Does anyone remember this game?

I solved it years ago and all I remember is something about a tie-in
with chess.  The graphics were really good from what I remember.
Really fun to play.

I loved it!

Todd