c++跑出1000個為normal distribution.txt

C++模擬normal distribution

//DevC++ 4.9(g++ 3.4.2)
Source code

#include<iostream>
#include<cmath>
#include<ctime>
using namespace std;
double uniform();
double rejection();
const int MAX=1000000;
int main()
{
  srand(time(NULL));
  for(int i=0;i<MAX;i++)a+=rejection();
  cout<<"bar_X="<<a/MAX<<endl; //sample mean
system("pause");
return 0;
}
double rejection()//generate N(0,1) by rejection method
{
 double Y;//exp(1)
 double U;//uniform(0,1)
 do{
 Y=(-1)*log(uniform());
 U=uniform();
 }while(U>exp((-1)*pow(Y-1,2.)/2));
 return uniform()<=0.5?Y:-Y; //distribute to Z or -Z
}
double uniform()
{
 int k=(int)pow(2.,15.);
 return rand()%k/(double)k;
}
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Output

bar_X=0.00025193