From Werner KRAUTH

Revision as of 21:18, 22 September 2015 Werner (Talk | contribs) ← Previous diff		Current revision Werner (Talk | contribs)
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		+	This page presents the program gauss_test.py, a direct-sampling algorithm for two independent Gaussian random numbers. This algorithm is used to illustrate the concept of "sample transformation"
		+
		+	__FORCETOC__
		+	=Description=
		+
		+	=Program=
	import random, math		import random, math
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	[x, y] = gauss_test(1.0)		[x, y] = gauss_test(1.0)
	print x, y		print x, y
		+	=Version=
		+	See history for version information.
		+
		+	[[Category:Python]] [[Category:Honnef_2015]] [[Category:MOOC_SMAC]]

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Current revision

This page presents the program gauss_test.py, a direct-sampling algorithm for two independent Gaussian random numbers. This algorithm is used to illustrate the concept of "sample transformation"

Contents 1 Description 2 Program 3 Version

Description

Program

import random, math

def gauss_test(sigma):
    phi = random.uniform(0.0, 2.0 * math.pi)
    Upsilon = random.uniform(0.0, 1.0)
    Psi = - math.log(Upsilon)
    r = sigma * math.sqrt(2.0 * Psi)
    x = r * math.cos(phi)
    y = r * math.sin(phi)
    return [x, y]

nsamples = 50
for sample in range(nsamples):
    [x, y] = gauss_test(1.0)
    print x, y

Version

See history for version information.