本文介绍了生成均值和方差已知的随机数的处理方法，对大家解决问题具有一定的参考价值，需要的朋友们下面随着小编来一起学习吧！
问题描述
从我正在阅读的一篇论文中可以知道:
From a paper I'm reading right know:
...
S(t+1, k) = S(t, k) + ... + C*∆
...
∆ is a standard random variable with mean 0 and variance 1.
...
如何生成具有此均值和方差的一系列随机值?如果有人链接到C或C ++库，我会很高兴，但是如果有人告诉我怎么做，我也不介意自己实现它:)
How to generate this series of random values with this mean and variance? If someone has links to a C or C++ library I would be glad but I wouldn't mind implementing it myself if someone tells me how to do it :)
推荐答案
您对\Delta的发行有任何限制吗?如果不是，您可以在[-sqrt(3), sqrt(3)]中使用统一分布.之所以可行，是因为对于均匀分布[a,b]，方差为1/(12) (b-a)^2.
Do you have any restrictions on the distribution of \Delta ? if not you can just use a uniform distribution in [-sqrt(3), sqrt(3)]. The reason why this would work is because for an uniform distribution [a,b] the variance is 1/(12) (b-a)^2.
这篇关于生成均值和方差已知的随机数的文章就介绍到这了，希望我们推荐的答案对大家有所帮助，也希望大家多多支持！