Box muller法による正規分布乱数の生成

close all; clear;

n=500;
r1s=[];
r2s=[];
xs=[];
ts=1:n;

for t=1:n
    
    r1=rand();
    r2=rand();
    x = sqrt(-2*log(r1))*sin(2*pi*r2);
    
    r1s(end+1)=r1;
    r2s(end+1)=r2;
    xs(end+1)=x;    
end

subplot(211)
plot(ts,r1s);
hold on;
plot(ts,r2s);
plot(ts,xs);
legend('r1','r2','x');

subplot(212);
hist(xs);