%[a10 b10]=guassgeo(a0,b0,n)
%输入:a0,b0及序列长n
%输出:a10,b10
a10=[]b10=[]
if nargin<3
warning('请输入a0,b0和n')
return
end
if a0==b0
warning('a不等于b')
return
end
a10=a0b10=b0
for i=1:n
a10(i+1)=a10(i)+b10(i)
a10(i+1)=1/2.*a10(i+1)
b10(i+1)=sqrt(a10(i)*b10(i))
end
MATLAB自带的两个方法rand和randn可实现,验证的话其实就是从概率密度函数和累积分布函数来验证,MATLAB自带函数ksdensity可实现。以下是help文档
产生0-1均匀分布rand
Uniformly distributed pseudorandom numbers
Syntax
r = rand(n)
rand(m,n)
rand([m,n])
rand(m,n,p,...)
rand([m,n,p,...])
rand
rand(size(A))
r = rand(..., 'double')
r
= rand(..., 'single')
Description
r = rand(n) returns an n-by-n matrix
containing pseudorandom values drawn from the standard uniform distribution
on the open interval (0,1). rand(m,n) or rand([m,n]) returns
an m-by-n matrix. rand(m,n,p,...) or rand([m,n,p,...]) returns
an m-by-n-by-p-by-...
array. rand returns a scalar. rand(size(A)) returns
an array the same size as A.
r = rand(..., 'double') or r
= rand(..., 'single') returns an array of uniform values
of the specified class.
Note
Note: The size inputs m, n, p,
... should be nonnegative integers. Negative integers are treated
as 0.
The sequence of numbers produced by rand is determined by the
internal state of the uniform pseudorandom number generator that underlies rand, randi,
and randn. The default random
number stream properties can be set using @RandStream methods. See @RandStream for details
about controlling the default stream.
Resetting the default stream to the same fixed state allows
computations to be repeated. Setting the stream to different states
leads to unique computations, however, it does not improve any statistical
properties. Since the random number generator is initialized to the
same state every time MATLAB software starts up, rand, randn,
and randi will generate the
same sequence of numbers in each session until the state is changed.
Note
In versions of MATLAB prior to 7.7, you controlled the
internal state of the random number stream used by rand by calling rand directly
with the 'seed', 'state', or 'twister' keywords.
That syntax is still supported for backwards compatibility, but is
deprecated. For version 7.7, use the default stream as described
in the @RandStream reference
documentation.
Examples
Generate values from the uniform distribution on the interval [a,
b].
r = a + (b-a).*rand(100,1)
Replace the default stream at MATLAB startup, using a stream
whose seed is based on clock,
so that rand will return different
values in different MATLAB sessions. It is usually not desirable
to do this more than once per MATLAB session.
RandStream.setDefaultStream ...
(RandStream('mt19937ar','seed',sum(100*clock)))
rand(1,5)
Save the current state of the default stream, generate 5 values,
restore the state, and repeat the sequence.
defaultStream = RandStream.getDefaultStream
savedState = defaultStream.State
u1 = rand(1,5)
defaultStream.State = savedState
u2 = rand(1,5) % contains exactly the same values as u1
产生高斯分布随机变量randn
Normally distributed pseudorandom numbers
Syntax
r = randn(n)
randn(m,n)
randn([m,n])
randn(m,n,p,...)
randn([m,n,p,...])
randn(size(A))
r = randn(..., 'double')
r
= randn(..., 'single')
Description
r = randn(n) returns an n-by-n matrix
containing pseudorandom values drawn from the standard normal distribution. randn(m,n) or randn([m,n]) returns
an m-by-n matrix. randn(m,n,p,...) or randn([m,n,p,...]) returns
an m-by-n-by-p-by-...
array. randn returns a scalar. randn(size(A)) returns
an array the same size as A.
r = randn(..., 'double') or r
= randn(..., 'single') returns an array of normal values
of the specified class.
Note
The size inputs m, n, p,
... should be nonnegative integers. Negative integers are treated
as 0.
The sequence of numbers produced by randn is
determined by the internal state of the uniform pseudorandom number
generator that underlies rand, randi, and randn. randn uses
one or more uniform values from that default stream to generate each
normal value. Control the default stream using its properties and
methods. See @RandStream for
details about the default stream.
Resetting the default stream to the same fixed state allows
computations to be repeated. Setting the stream to different states
leads to unique computations, however, it does not improve any statistical
properties. Since the random number generator is initialized to the
same state every time MATLAB software starts up, rand, randn,
and randi will generate the
same sequence of numbers in each session until the state is changed.
Note
In versions of MATLAB prior to 7.7, you controlled the
internal state of the random number stream used by randn by calling randn directly
with the 'seed' or 'state' keywords.
That syntax is still supported for backwards compatibility, but is
deprecated. For version 7.7, use the default stream as described
in the @RandStream reference
documentation.
Examples
Generate values from a normal distribution with mean 1 and standard
deviation 2.
r = 1 + 2.*randn(100,1)
Generate values from a bivariate normal distribution with specified
mean vector and covariance matrix.
mu = [1 2]
Sigma = [1 .5.5 2]R = chol(Sigma)
z = repmat(mu,100,1) + randn(100,2)*R
Replace the default stream at MATLAB startup, using a stream
whose seed is based on clock,
so that randn will return different
values in different MATLAB sessions. It is usually not desirable
to do this more than once per MATLAB session.
RandStream.setDefaultStream ...
(RandStream('mt19937ar','seed',sum(100*clock)))
randn(1,5)
Save the current state of the default stream, generate 5 values,
restore the state, and repeat the sequence.
defaultStream = RandStream.getDefaultStream
savedState = defaultStream.State
z1 = randn(1,5)
defaultStream.State = savedState
z2 = randn(1,5) % contains exactly the same values as z1
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