下面是极坐标形式的Box-Muller transformation的python代码 importnumpyasnpimportmatplotlib.pyplotaspyplotdefbox_muller_trans():x1=0x2=0w=0# x1 = np.random.rand()# x2 = np.random.rand()# y1 = np.cos(2.0*np.pi*x1) * np.sqrt(-2.0*np.log(x1))# y2 = np.sin(2.0*np.pi*x2) * np...
A transformation which transforms from a two-dimensional continuous uniform distribution to a two-dimensional bivariate normal distribution (or complex normal distribution). If x_1 and x_2 are uniformly and independently distributed between 0 and 1, then
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。
Running the Box Muller Transformation At its most basic, the Box-Muller transformations simply takes twovariablesthat are uniformly distributed and sends them to twoindependent random variableswith a standard normal distribution. Let’s say U1and U2are our original independent random variables; they are...
Neave, H. R., 1973, On using the Box-Muller transformation with multiplicative congruential pseudo-random number generators: Applied Statistics, v. 22, p. 92-97.H.R. Neave. On using the Box-Mu¨ller transformation with multiplicative con- gruential pseudo-random number generators. Appl. ...
Chay SC, Fardo RD, Mazumdar M (1975) On using the Box- Muller transformation with multiplicative congruential pseudo- random number generators. Appl Stat 24:132-135Chay SC, Fardo RD, Mazumdar M (1975) On using the Box–Muller transformation with multiplicative congruential pseudo-random number ...
除此之外还有Ljung–Box test,Box–Tidwell transformation,Box–Pierce test和Box's M test等众多以他的名字命名的统计分析方法。 相关论文: [1] Box, G. E. P. (1953). Non-Normality and Tests on Variances. Biometrika, 40, 318–335. [2] Box, G. E. P. and Muller, M. E. (1958). A ...
5.3Box-Muller变换 定理的内容如下:如果随机变量和是的,,令则和独立且服从标准正态分布。基于这种变换,我们便可以得到一个从均匀分布中得到正态分布采样的算法。 5.4Box-Cox变换 Box-Cox变换是Box和Cox在1964年提出的一种广义幂变换方法,是统计建模中常用的一种数据变换,用于连续的响应变量不满足正态分布的情况。
3)Box Cox transformationBox-Cox变量转换 4)Box-Cox Power TransformationBox-Cox幂转换 1.Process Capability Analysis in Non-normality Based on Box-Cox Power Transformation;基于Box-Cox幂转换模型的非正态过程能力分析 5)Box-Cox data conversionBox-Cox数据转换 6)box-muller transformBox-Muller变换 延伸阅读...
When I generate a set of 2 uniform random numbers and compute the Box Muller transformation myself, the results agree between the two processors. Sample code... #include #define _USE_MATH_DEFINES #include #include #include "mkl_vsl.h" #include "mkl_vml_functions.h" ...