文件名称:gauss.c - gaussian random numbers, using the Ziggurat method
文件大小:9KB
文件格式:C
更新时间:2012-08-12 05:00:56
源代码 高斯分布 数学
/* gauss.c - gaussian random numbers, using the Ziggurat method * * Copyright (C) 2005 Jochen Voss. * * For details see the following article. * * George Marsaglia, Wai Wan Tsang * The Ziggurat Method for Generating Random Variables * Journal of Statistical Software, vol. 5 (2000), no. 8 * http://www.jstatsoft.org/v05/i08/