Computer Program For Problem#2
REAL C0,C1,C2,D1,D2,D3
REAL U,T
REAL V,MUG,SUMG,DIF,SUMD,SDG,BETA
INTEGER I,N
DIMENSION FB(1000),M(1000),B(1000),D(1000),G(1000)
CALL SEED(RND$TIMESEED)
C0=2.515517
C1=0.802
C2=0.01032
D1=1.432
D2=0.1892
D3=0.0013
PRINT*,'Enter no. of time = ?'
READ*,N
DO 5, I=1,N
CALL RANDOM(V)
U=V
IF(U.GT.0.5)THEN
T=SQRT(0-LOG((1-U)*(1-U)))
Z=T-(C0+C1*T+C2*T*T)/(1+D1*T+D2*T*T+D3*T*T*T)
ELSE
T=SQRT(0-LOG(U*U))
Z=(C0+C1*T+C2*T*T)/(1+D1*T+D2*T*T+D3*T*T*T)-T
END IF
FB(I)=EXP(7.329+0.31223*Z)
5 CONTINUE
DO 10, I=1,N
CALL RANDOM(V)
U=V
IF(U.GT.0.5)THEN
T=SQRT(0-LOG((1-U)*(1-U)))
Z=T-(C0+C1*T+C2*T*T)/(1+D1*T+D2*T*T+D3*T*T*T)
ELSE
T=SQRT(0-LOG(U*U))
Z=(C0+C1*T+C2*T*T)/(1+D1*T+D2*T*T+D3*T*T*T)-T
END IF
B(I)=5.6+0.224*Z
10 CONTINUE
DO 15, I=1,N
CALL RANDOM(V)
U=V
IF(U.GT.0.5)THEN
T=SQRT(0-LOG((1-U)*(1-U)))
Z=T-(C0+C1*T+C2*T*T)/(1+D1*T+D2*T*T+D3*T*T*T)
ELSE
T=SQRT(0-LOG(U*U))
Z=(C0+C1*T+C2*T*T)/(1+D1*T+D2*T*T+D3*T*T*T)-T
END IF
D(I)=11.4+0.342*Z
15 CONTINUE
DO 20, I=1,N
CALL RANDOM(V)
U=V
M(I)=94599-(LOG(0-LOG(U)))/0.00011
20 CONTINUE
SUMG=0
DO 25, I=1,N
G(I)=FB(I)-6*M(I)/(B(I)*D(I)*D(I))
SUMG=SUMG+G(I)
25 CONTINUE
MUG=SUMG/N
SUMD=0
DO 30, I=1,N
DIF=(G(I)-MUG)*(G(I)-MUG)
SUMD=SUMD+DIF
30 CONTINUE
SDG=SQRT(SUMD/(N-1))
BETA=MUG/SDG
PRINT*,'Mean =',MUG
PRINT*,'Standard Deviation =',SDG
PRINT*,'Probability Index =',BETA
END
By Pracha Vorarittinapa
Last Modified: 11/6/1997