随机数均匀性与相关性检验 subroutine mc 120 double precision lamda,M,x,x0,y 100 call hbook1(10,'r',100,0.,1.,0.) call hbook2(20,'r(i+1)vs.r(i)', 80 &100,0.,1.,100,0,1.,0.) 60 x0=1. 40 均匀性 lamda=1220703125!5*13 20 M=4294967296. !2*32 doi=1,10000 0.1 0.2 0.3 0.40.50.60.7 0.80.9 x=Mod(lamda*x0,M) 随机变量 y=x/M call hfill(10,real(y),0.,1.0) if(i.gt.1)call & hfill(20,real(y_old),real(y),1.0) x0=x y_old=y N财654女 end do return 0 PAW>call mc.f 01 0.2 0.30.4 0.50.6 0.70.80.9 end PAW zone 12;h/pl 10;h/pl 20 第I个随机变量随机数均匀性与相关性检验 subroutine mc dou ble precision lamda,M,x,x0,y call hbook 1(10,'r',100,0.,1.,0.) call hbook 2(20,'r(i+1) vs. r(i)', &100,0.,1.,100,0.,1.,0.) x0=1. lamda=1220703125 ! 5**13 M=4294967296. ! 2**32 do i=1,10000 x=Mod(lamda*x0,M) y=x/M call hfill(10,real(y),0.,1.0) if(i.gt.1)call & hfill(20,real(y_old),real(y),1.0) x0= x y_old=y end do return end 随机变量 第 I 个随机变量 第 I+1 个随机变量 频数 均匀性 相关性 PAW zone12; h/pl10; h/pl 20 PAW call mc.f > >