回淡江大學首頁
A New Aproach to the Random Generation of Normal Variates by Direct Inverse Transformation Method

類別:期刊論文

學年 / 學期:77-1

出版日期:1988-11-01 00:00:00

著者:陳錫仁; Chen, Hsi-jen

單位:淡江大學化學工程與材料工程學系

出版者:臺中市:逢甲大學

著錄名稱、卷期、頁數:逢甲學報=Journal of Feng Chia University 21,頁455-461

摘要:本文提出直接由反轉換法產生隨機常態變數。本文嘗試一個新的方式,那就是反誤差函數與Newton-Raphson的配合。本文已證實此法不但正確且快捷。此外,本文中所提出的閉式公式誠為執行Kolmogorov-Smirnov統計量的一個必要分布函數。 The generation of normal variates is obtained by direct inverse transformation method. This note presents a novel approach which combines the use of inverse-error function and Newton-Raphson method. The methodology described in this work has been shown to be accurate as well as fast. In addition, this method provides a closed from solution for the distribution function which is a must in performing the Kolmogorov-Smirnov statistic.

語言:en_US

ISSN:0367-1925

期刊性質:國內

審稿制度:

國別:TWN

出版型式:紙本