normal_distribution_and_validation.txt

VB编的蒙特卡罗模拟用的正态分布随机数的产生与验证

Public Function GASDEV(IDUM&) As Variant
Static ISET, GSET
Dim V1 As Variant, V2 As Variant, R As Variant, FAC As Variant
If ISET = 0 Then
Do
V1 = 2# * Rnd() - 1#
V2 = 2# * Rnd() - 1#
R = V1 ^ V2 ^ 2
Loop While R >= 1# Or R = 0
FAC = Sqr(-2# * Log(R) / R)
GSET = V1 * FAC
GASDEV = V2 * FAC
ISET = 1
Else
GASDEV = GSET
ISET = 0
End If
End Function






Private Sub GAS_Distribution_Click()
Dim text(50) As String, N As Variant, NP1 As Variant, NOVER2 As Variant, NPTS As Variant, ISCAL As Variant, LLen As Variant
Dim IDUM&, J As Integer, i As Integer
N = 20
NP1 = N + 1
NOVER2 = N / 2
NPTS = 10000
ISCAL = 400
LLen = 50
Dim DIST(21)
IDUM& = -13

For J = 1 To NP1
DIST(J) = 0#
Next J
For i = 1 To NPTS
J = CInt(0.25 * N * GASDEV(IDUM&)) + NOVER2 + 1
If (J >= 1) And (J <= NP1) Then DIST(J) = DIST(J) + 1
Next i
Print Tab(5); "Normally distributed deviate of"; NPTS; "points"

Print Tab(5); "x    p(x)    graph:"
For J = 1 To NP1
DIST(J) = DIST(J) / NPTS
For K = 1 To 50
   text(K) = ""
   Next K
   KLIM = CInt(ISCAL * DIST(J))
   If KLIM > LLen Then KLIM = LLen
   For K = 1 To KLIM
      text(K) = "*"
   Next K
   X = J / (0.25 * N)
   Print Tab(5); Format$(X, "#.#0");
   Print Tab(15); Format$(DIST(J), "0.###0");
   Print Tab(22); "  ";
   For K = 1 To 50
     Print text(K);
     Next K
     Print
   Next J
   
   
     

End Sub