正規乱数９ - 経済統計練習帳

package mcmc;
 
 
public class pro {
 
    double[][] a=new double[3][3];
  double[] b=new double[3];
     double[] bs=new double[3];
 
    public static void main(String[] args) {
        pro t=new pro();
    }
    pro(){
 
 
 
        System.out.println(randx(10,3));
 
 
 
 
 
 
    }
 
    double randx(double mu,double sig) {
 
 
  double pi = Math.PI;
 
  double p1 = 0;
  double p2 = 0;
 
  double x1=Math.random();
  double x2=Math.random();
 
  double f1=Math.log(x1);
  double r=Math.sqrt(-2*f1)*Math.cos(2 * pi * x2);
 
 
 
double p3=mu+sig*r;
 
return p3;
 
 
}
 
}