java实现对数正态分布

 

import java.util.*; public class zheng0_1 { public static void main(String[] args) { double zhengtai0_1; double duishuzhengtai; java.util.Random r = new java.util.Random(); for(int i=0;i<20; i++) { zhengtai0_1 = r.nextGaussian(); // System.out.println(zhengtai0_1); duishuzhengtai = Math.exp(zhengtai0_1); System.out.println(duishuzhengtai); } } }  

 

Java内部实现：标准正态分布。即：Polar Method方法

public double nextDouble() {

        return (((long)(next(26)) << 27) + next(27))

        / (double)(1L << 53);

}

 

    private double nextNextGaussian;

private boolean haveNextNextGaussian = false;

 

synchronized public double nextGaussian() {

        // See Knuth, ACP, Section 3.4.1 Algorithm C.

        if (haveNextNextGaussian) {

        haveNextNextGaussian = false;

        return nextNextGaussian;

    } else {

            double v1, v2, s;

        do {

                v1 = 2 * nextDouble() - 1; // between -1 and 1

              v2 = 2 * nextDouble() - 1; // between -1 and 1

                s = v1 * v1 + v2 * v2;

         } while (s >= 1 || s == 0);

        double multiplier = StrictMath.sqrt(-2 * StrictMath.log(s)/s);

        nextNextGaussian = v2 * multiplier;

        haveNextNextGaussian = true;

        return v1 * multiplier;

        }

    }