xaxis=-10:0.1:10;
miu=0;
delta=1;
N=1000000;
u1=rand(1,N);
u2=rand(1,N);
y1=(-2*log(u1)).^0.5;
y2=(-2*log(u1)).^0.5.*sin(2*pi*u2);
var1=miu+delta*y1;
var2=miu+delta*y2;
[sum1,loc1]=hist(var1,100);
[sum2,loc2]=hist(var2,100);
subplot(2,2,1);
bar(loc1,sum1*10/N);
subplot(2,2,2);
bar(loc2,sum2*10/N);
prob1=sum1/N;
prob1=[0,prob1,0];
prob2=sum2/N;
prob2=[0,prob2,0];
step1=loc1(2)-loc1(1);
loc1=[loc1(1)-step1/2,loc1,loc1(end)-step1/2];
prob1=cumsum(prob1);
subplot(2,2,3);
plot(loc1,prob1,'g*');
legend('CDF of Rayleigh distribution');
step2=loc2(2)-loc2(1);
loc2=[loc2(1)-step2/3,loc2,loc2(end)-step2/3];
prob2=cumsum(prob2);
subplot(2,2,4);
plot(loc2,prob2,'r*');
legend('CDF of normal distribution');