loi normale
Python
import numpy as np
import numpy.random as rd
import matplotlib.pyplot as plt
import time
def Loi_normale_centrée_réduite(nb_sim):
plt.close()
#loi théorique
B=np.linspace(-5,5,nb_sim)
A=(1/np.sqrt(np.pi*2))*np.exp(-(B*B)/2)
#loi normale
start=time.time()
x=rd.normal(0,1,nb_sim)
end=time.time()
duree=str("{:.2f}".format(1000*(end-start)))+"ms"
plt.subplot(1,3,1)
plt.hist(x,15,density="True",label="empirique")
plt.plot(B,A,label="théorique")
plt.title("rd.normal, t="+duree)
plt.legend()
#Box-Muller
start=time.time()
U=rd.normal(0,1,nb_sim)
V=rd.normal(0,1,nb_sim)
X=np.sqrt(-2*np.log(U))*np.sin(2*np.pi*V)
end=time.time()
duree=str("{:.2f}".format(1000*(end-start)))+"ms"
plt.subplot(1,3,2)
plt.hist(X,15,density="True",label="empirique")
plt.plot(B,A,label="théorique")
plt.title("Box-Muller, t="+duree)
plt.legend()
#Les_douze_uniformes
start=time.time()
u=rd.random([12,nb_sim])
x=np.sum(u,0)-6
end=time.time()
duree=str("{:.2f}".format(1000*(end-start)))+"ms"
plt.subplot(1,3,3)
plt.hist(x,15,density="True")
plt.plot(B,A,label="théorique")
plt.title("les douze uniformes, t="+duree)
plt.legend()
plt.show()
Loi_normale_centrée_réduite(100000)
Output
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