å¹³åå¤ãμãæ¨æºåå·®ãÏã®æ£è¦åå¸ã¯æ¬¡å¼ã¨ãªãããã®æ£è¦åå¸ã«å¾ãä¹±æ°ãæ£è¦ä¹±æ°ã¨ããã f(x) =1/(â(2Ï)Ï)exp{-(x-μ)2/(2Ï2)} å¹³åå¤ã0ãæ¨æºåå·®ãï¼ã®æ£è¦åå¸ãæ¨æºæ£è¦åå¸ã¨ããããã®æ£è¦ä¹±æ°(Z)ãçºçã§ããã°ã次å¼ã«ããä¸è¬ã®æ£è¦ä¹±æ°(Zu)ãçºçåºæ¥ãã Zu = Ï( Z + μ) ä¸æ§ä¹±æ°ããæ¨æºæ£è¦åå¸ã«å¾ãæ¬ä¼¼ä¹±æ°ãçºçãããæ¹æ³ã¨ãã¦ããã¯ã¹-ãã¥ã©ã¼æ³ããããä¸æ§åå¸ã«å¾ã確çå¤æ°X1,X2ã«å¯¾ãã¦æ¬¡å¼ã®Z1,Z2ã1çµã®ç¬ç«ãªæ£è¦ç¢ºçå¤æ°ã¨ãªããã¨ãå©ç¨ããã Z1 = â(-2ã»ln X1)cos(2ÏX2) Z2 = â(-2ã»ln X1)sin(2ÏX2) Excelé¢æ°ã§ã¯0ã1ã®ä¸æ§ä¹±æ°ãçºçãããé¢æ°RAND()ãããããã®é¢æ°ãå©ç¨ãæ£è¦ä¹±æ°ãçºçããã
{{#tags}}- {{label}}
{{/tags}}