C 代码 从概率密度函数 （PDF） 生成随机样本， 包括 Beta、卡方指数、F、伽玛、多元正态.rar

21 January 2020 08:37:50 AM RANLIB_PRB C version Test the RANLIB library. TEST_PHRTSD Test PHRTST, which generates two seeds from a phrase. Randomizing phrase is "randomizer" Seed1 = 316927234 Seed2 = 972931675 TEST_BOT Test the lower level random number generators. Five of the 32 generators will be tested. We generate 100000 numbers, reset the block and do it again. No disagreements should occur. INITIALIZE - Note: The RNGLIB package has been initialized. Testing generator 0 Testing generator 4 Testing generator 9 Testing generator 19 Testing generator 31 TEST_GENBET Test GENBET, which generates Beta deviates. INITIALIZE - Note: The RNGLIB package has been initialized. N = 1000 Parameters: A = 5.62734 B = 9.8901 Sample data range: 0.0716204 0.753428 Sample mean, variance: 0.357982 0.0132721 Distribution mean, variance 0.362646 0.0139933 TEST_IGNBIN Test IGNBIN, which generates binomial deviates. INITIALIZE - Note: The RNGLIB package has been initialized. N = 10000 Parameters: NN = 10 PP = 0.987789 Sample data range: 7 10 Sample mean, variance: 9.8836 0.115064 Distribution mean, variance 9.87789 0.12062 TEST_GENCHI Test GENCHI, which generates Chi-square deviates. INITIALIZE - Note: The RNGLIB package has been initialized. N = 1000 Parameters: DF = 5.62734 Sample data range: 0.25896 19.0622 Sample mean, variance: 5.63553 10.3557 Distribution mean, variance 5.62734 11.2547 TEST_GENEXP Test GENEXP, which generates exponential deviates. INITIALIZE - Note: The RNGLIB package has been initialized. N = 1000 Parameters: MU = 5.38442 Sample data range: 0.000615049 54.076 Sample mean, variance: 5.22299 27.5365 Distribution mean, variance 5.38442 28.9919 TEST_GENF Test GENF, which generates F deviates. INITIALIZE - Note: The RNGLIB package has been initialized. N = 10000 Parameters: DFN = 6.59904 DFD = 9.93894 Sample data range: 0.0295832 15.4262 Sample mean, variance: 1.24154 1.05389 Distribution mean, variance 1.25192 1.16278 TEST_GENGAM Test GENGAM, which generates Gamma deviates. INITIALIZE - Note: The RNGLIB package has been initialized. N = 1000 Parameters: A = 5.62734 R = 9.8901 Sample data range: 0.541996 3.69391 Sample mean, variance: 1.7552 0.288387 Distribution mean, variance 1.75751 0.312316 TEST_IGNNBN Test IGNNBN, which generates negative binomial deviates. INITIALIZE - Note: The RNGLIB package has been initialized. N = 10000 Parameters: NN = 11 PP = 0.987789 Sample data range: 0 3 Sample mean, variance: 0.1376 0.139672 Distribution mean, variance 0.135982 0.137663 TEST_GENNCH Test GENNCH, which generates noncentral Chi-square deviates. INITIALIZE - Note: The RNGLIB package has been initialized. N = 1000 Parameters: DF = 6.11319 XNONC = 1.97558 Sample data range: 0.538523 36.8874 Sample mean, variance: 8.30438 22.2955 Distribution mean, variance 8.08877 20.1287 TEST_GENNF Test GENNF, which generates noncentral F deviates. INITIALIZE - Note: The RNGLIB package has been initialized. N = 10000 Parameters: DFN = 6.59904 DFD = 9.93894 XNONC = 1.60272 Sample data range: 0.0526301 21.7001 Sample mean, variance: 1.55255 1.70798 Distribution mean, variance 1.55598 1.75873 TEST_GENNOR Test GENNOR, which generates normal deviates. INITIALIZE - Note: The RNGLIB package has been initialized. N = 1000 Parameters: ' MU = 0.282983 ' SD = 3.95421 Sample data range: -10.6242 14.7124 Sample mean, variance: 0.34814 15.2795 Distribution mean, variance 0.282983 15.6358 TEST_IGNPOI Test IGNPOI, which generates Poisson deviates. INITIALIZE - Note: The RNGLIB package has been initialized. N = 1000 Parameters: MU = 10.5259 Sample data range: 2 22 Sample mean, variance: 10.452 10.4702 Distribution mean, variance 10.5259 10.5259 TEST_GENUNF Test GENUNF, which generates uniform deviates. INITIALIZE - Note: The RNGLIB package has been initialized. N = 1000 Parameters: A = 5.62734 B = 15.5174 Sample data range: 5.62775 15.4968 Sample mean, variance: 10.4969 7.80242 Distribution mean, variance 10.5724 8.15117 RANLIB_PRB Normal end of execution. 21 January 2020 08:37:50 AM