.NET的标准库中是否有一个类可以创建遵循高斯分布的随机变量的功能?
需要一个从普通(高斯)分布返回样本的随机数生成器,我已经移植到F#作为John D. Cook的C#生成器的一部分:
let mutable m_w = 521288629u
let mutable m_z = 362436069u
let private getUint () =
m_z <- 36969u * (m_z &&& 65535u) + (m_z >>> 16)
m_w <- 18000u * (m_w &&& 65535u) + (m_w >>> 16)
(m_z <<< 16) + m_w
let private setSeed () =
let dt = System.DateTime.Now
let x = dt.ToFileTime ()
m_w <- uint32 (x >>> 16)
m_z <- uint32 (x % 4294967296L)
let private getUniform () =
let u …Run Code Online (Sandbox Code Playgroud)