基于抽样数据与核估计的随机数生成法

Random number generation methods based on data sampling and kernel estimation

对任意连续总体的一个独立同分布(i.i.d.)样本,在非参数核密度估计的基础上,定义总体分布函数核估计的多种形式,给出基于非参数核估计的随机数产生方法及统计检验。

For any independently iso-distributed sample （ i. i. d. ） of a continuous distribution, the multiform of overall distributed function kernel estimation was defined on the basis of non-parametric kernel density estimation. Random number generation method based on non-parametric kernel densi- ty estimation and the statistical tests of the method were presented.