Generation of normal distributions revisited

IF 16.4 1区 化学 Q1 CHEMISTRY, MULTIDISCIPLINARY
Takayuki Umeda
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引用次数: 0

Abstract

Normally distributed random numbers are commonly used in scientific computing in various fields. It is important to generate a set of random numbers as close to a normal distribution as possible for reducing initial fluctuations. Two types of samples from a uniform distribution are examined as source samples for inverse transform sampling methods. Three types of inverse transform sampling methods with new approximations of inverse cumulative distribution functions are also discussed for converting uniformly distributed source samples to normally distributed samples.

Abstract Image

重新审视正态分布的生成
正态分布随机数常用于各个领域的科学计算。为减少初始波动,生成一组尽可能接近正态分布的随机数非常重要。本文研究了均匀分布的两种样本,作为反变换采样方法的源样本。此外,还讨论了三种具有新的反向累积分布函数近似值的反变换抽样方法,用于将均匀分布源样本转换为正态分布样本。
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来源期刊
Accounts of Chemical Research
Accounts of Chemical Research 化学-化学综合
CiteScore
31.40
自引率
1.10%
发文量
312
审稿时长
2 months
期刊介绍: Accounts of Chemical Research presents short, concise and critical articles offering easy-to-read overviews of basic research and applications in all areas of chemistry and biochemistry. These short reviews focus on research from the author’s own laboratory and are designed to teach the reader about a research project. In addition, Accounts of Chemical Research publishes commentaries that give an informed opinion on a current research problem. Special Issues online are devoted to a single topic of unusual activity and significance. Accounts of Chemical Research replaces the traditional article abstract with an article "Conspectus." These entries synopsize the research affording the reader a closer look at the content and significance of an article. Through this provision of a more detailed description of the article contents, the Conspectus enhances the article's discoverability by search engines and the exposure for the research.
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