Distribution de gauss

x
p(x) = 1
√2πσ exp −
(x−µ)2
2σ2
x µ σ
N
N
N N
y
σ=rvar(y)
N
var(y)N
µ y
x
[a, b]
N
x u1
u2[0,1]
x=µ+σp−2 ln(u1) cos(2πu2)
x µ = 0 σ
N
N
[−xmax , xmax ]
σ P
2xmax /P H P H[i]
x
H

p(x)