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Decision Based Design
book

Decision Based Design

by Vijitashwa Pandey
August 2013
Intermediate to advanced content levelIntermediate to advanced
284 pages
11h 23m
English
CRC Press
Content preview from Decision Based Design
175Simulation Methods in Engineering Design
when one only has access to a scientic calculator. Even when using a sci-
entic programming platform with access to the inverse CDF function, the
Box–Muller method is preferred because it is much faster. Using two uni-
form seeds, u
1
and u
2
, we get
=− π2lncos 2
11
2
zuu (6.8)
=− π2lnsin 2
21
2
zu
u (6.9)
Example 6.4
Using the first and second column seeds in Example 6.2 generate 10 realiza-
tions of two independent standard normal random variables.
Solution
Using the Equations 6.8 and 6.9 we get the variables shown in Table6.5.
Notice that the means and standard deviations of Z
1
and Z
2
will approach 0
and 1 for ...
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Publisher Resources

ISBN: 9781439882320