正态总体统计量计算机随机数的生成方法

An approach for pseudo random number generation of the three statistics from normal distribution

随机数发生器在计算机软件设计和系统模拟中有十分广泛的应用.首先介绍了一种基于(0,1)均匀分布随机变量变换的产生正态分布随机数的Box-Mu ller方法,进而阐述了来自正态总体的三大统计量2χ分布、t分布和F分布的伪随机数生成方法,将三大分布计算机随机数的直方图与其概率密度曲线比较,结果表明本文提供方法是有效的.

Pseudo random number is widely used in the computer programming and system simulation. A Box-Muller method is introduced to generate the pseudo random number of normal distribution based on the transformation of uniform distribution. An approach to produce pseudo random number of the three statistics （ χ^2 distribution, t distribution and F distribution） is proposed in this paper. The comparison between their histogram and the probability density curve shows the validity of this approach.