Computational Time For Box Muller Method.pdf

LAB-05

Mahfoozur Rahman Khan

Computational time for Box Muller Method=0.028478 seconds Computational time for Marsaglia and Bray method =0.028478 seconds

Proportion of Values rejected by Marsaglia and Bray method = 0.2763 Value of 1-pi/4=0.2146

Using Box-Muller Method to generate N(0,1) random variables:  100 iterations: mean = -0.18652  1000 iterations: mean =0.023803

variance=0.97126 variance =1.0056

Using Marsaglia and Bray method to generate N(0,1) random variables:  100 iterations: mean = -0.0060389  10000 iterations: mean =0.007681

variance=0.92781 variance =0.97287

Using Box-Muller Method to generate N(0,5) random variables:  100 iterations: mean = -0.41706  10000 iterations: mean =0.053226

variance=4.8563 variance =5.0278

Using Marsaglia and Bray method to generate N(0,5) random variables:  100 iterations: mean = -0.013503  10000 iterations: mean =-0.017169

variance=4.6391 variance =4.8643

Using Box-Muller Method to generate N(0,5) random variables:  100 iterations: mean = 4.5829  10000 iterations: mean =5.0532

variance=4.8563 variance =5.0278

Using Marsaglia and Bray method to generate N(0,5) random variables:  100 iterations: mean = 4.9865  10000 iterations: mean =4.9828

variance=4.6391 variance =4.8643