摘要
本文给出了一种产生对数正态分布伪随机数的算法以及相应的检验方法,产生的均匀分布随机序列,经近似抽样产生正态分布的随机数,再经变换抽样最终产生对数正态分布的随机序列。采用卡方检验验证其是否符合对数正态分布。计算实例表明,所给出的方法具有产生伪随机数速度快、数量大、方差小和较长的周期等特点,具有较大的工程实用价值。计算结果验证了所给方法的正确性。
Algorithms for generating and testing the lognormal pseudorandom numbers are given in the paper. First, an algorithm for generating （0,1） uniformly distributed pseudorandom numbers is introduced, and then the normally distributed pseudorandom numbers are obtained through approximate decimation. Furthermore, the lognormal pseudorandom numbers are generated through the transform of random deviates with a normal distribution. The method for X^2 test is given. The calculated example shows the validity of the given method. The methods can be used for engineering simulation.
出处
《天津商学院学报》
2007年第6期1-5,共5页
Journal of Tianjin University of Commerce
关键词
伪随机数
均匀分布
正态分布
对数正态分布
卡方检验
工程模拟
pseudorandom numbers
uniform distribution
normal distribution
lognormal distribution
X^2 test
engineering simulation
