box muller将原二维高斯分布映射到ρ~(0,1),θ~(0,1),高度为1的二维均匀分布内,并计算出其数值的对应关系,于是便将问题解决。
1. Ziggurat 算法与 Box-muller 算法的效率比较 2. Box-Muller a. 一般形式 因函数调用较多,速度慢,当u接近0时存在数值稳定性问题 先假设 。 用Box-Muller方法,随机抽出两个从 均匀分布的数字 和 。然后 那 和 都是正态分布的。 证明可用极坐标,请参考教科书中的Box-Muller方法。 另外使用反函数,先随机抽...
Box Muller MethodTakashi Shinzato(shinzato@sp.dis.titech.ac.jp)January 27, 20071 Motivation 0 0.05 0.1 0.15 0.2 0.25 0.3 0.35 0.4..
Box-Muller变换是通过服从均匀分布的随机变量,来构建服从高斯分布的随机变量的一种方法。具体描述:选取两个服从 [0,1] 上均匀分布的随机变量 U1,U2,使 X、Y 满足 \begin{array}{c} X=\cos \left(2 \pi U_{1}\right) \sqrt{-2 \ln U_{2}} \\ Y=\sin \left(2 \pi U_{1}\right) \sq...
The Box-Müller Method for Generating Pseudo-Random Normal Deviates - ER, JG - 1976E. R. Golder and J. G. Settle (1976). The Box-Muller method for generating pseudo-random normal deviates. Journal of the Royal Statistical Society (Se- ries C): Applied Statistics, 25 (1), 12-20....
Box-Muller methodFluctuations of vocal cordSpeech synthesisHuman speech waveform has been synthesized in many ways. Today, text-to-speech synthesis has become the mainstreams in speech synthesis. However, this technology requires a large amount of data to make high-quality speech synthesis. For ...
generalizedbox-mullermethodforgeneratingq-gaussianrandomdeviates 系统标签: deviatesgaussianmullerrandomboxgenerating 1/14 Gener alized Box-Müller Method for Gener ating q-Gaussian Random Deviates William Thistleton 1,2 , John A. Marsh 2 , Kenric Nelson 2 and Constantino Tsallis 3,4 1 Department of...
Box Muller (BM) algorithm is extensively used for generation of high quality Gaussian Random Numbers (GRNs) in hardware. Most efficient published implementation of BM method utilizes transformation of 32-bit data path to 16 bits and use of first degree piece-wise polynomial approximation to compute...
6. (Box - Muller method) Let U and U, be independent Uniform(0,1), define Xı = –2 In(U1) cos(2U2) and X2 = -2ln(U1) sin(2U2) Use R to simulate pairs of X and Xand estimate the probability P(X; <X2) (set the in...