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翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク Convolution random number generator ： ウィキペディア英語版 Convolution random number generator In statistics and computer software, a convolution random number generator is a pseudo-random number sampling method that can be used to generate random variates from certain classes of probability distribution. The particular advantage of this type of approach is that it allows advantage to be taken of existing software for generating random variates from other, usually non-uniform, distributions. However, faster algorithms may be obtainable for the same distributions by other more complicated approaches. A number of distributions can be expressed in terms of the (possibly weighted) sum of two or more random variables from other distributions. (The distribution of the sum is the convolution of the distributions of the individual random variables). == Example == Consider the problem of generating a random variable with an Erlang distribution, $X\backslash \; \backslash sim\; \backslash operatorname(k,\; \backslash theta)$. Such a random variable can be defined as the sum of ''k'' random variables each with an exponential distribution $\backslash operatorname(k\; \backslash theta)\; \backslash ,$. This problem is equivalent to generating a random number for a special case of the Gamma distribution, in which the shape parameter takes an integer value. Notice that: :$\backslash operatorname()\; =\; \backslash frac\; +\; \backslash frac\; +\; \backslash cdots\; +\; \backslash frac\; =\; \backslash frac\; .$ One can now generate $\backslash operatorname(k,\; \backslash theta)$ samples using a random number generator for the exponential distribution: if $X\_i\backslash \; \backslash sim\; \backslash operatorname(k\; \backslash theta)$    then $X=\backslash sum\_^k\; X\_i\; \backslash sim\; \backslash operatorname(k,\backslash theta)\; .$ 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「Convolution random number generator」の詳細全文を読む スポンサード リンク 翻訳と辞書 : 翻訳のためのインターネットリソース Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.