Initial data commit

Task/Statistics-Normal-distribution/Fortran/statistics-normal-distribution.f

@@ -0,0 +1,49 @@
+program Normal_Distribution
+  implicit none
+
+  integer, parameter :: i64 = selected_int_kind(18)
+  integer, parameter :: r64 = selected_real_kind(15)
+  integer(i64), parameter :: samples = 1000000_i64
+  real(r64) :: mean, stddev
+  real(r64) :: sumn = 0, sumnsq = 0
+  integer(i64) :: n = 0
+  integer(i64) :: bin(-50:50) = 0
+  integer :: i, ind
+  real(r64) :: ur1, ur2, nr1, nr2, s
+
+  n = 0
+  do while(n <= samples)
+    call random_number(ur1)
+    call random_number(ur2)
+    ur1 = ur1 * 2.0 - 1.0
+    ur2 = ur2 * 2.0 - 1.0
+
+    s = ur1*ur1 + ur2*ur2
+    if(s >= 1.0_r64) cycle
+
+    nr1 = ur1 * sqrt(-2.0*log(s)/s)
+    ind = floor(5.0*nr1)
+    bin(ind) = bin(ind) + 1_i64
+    sumn = sumn + nr1
+    sumnsq = sumnsq + nr1*nr1
+
+    nr2 = ur2 * sqrt(-2.0*log(s)/s)
+    ind = floor(5.0*nr2)
+    bin(ind) = bin(ind) + 1_i64
+    sumn = sumn + nr2
+    sumnsq = sumnsq + nr2*nr2
+    n = n + 2_i64
+  end do
+
+  mean = sumn / n
+  stddev = sqrt(sumnsq/n - mean*mean)
+
+  write(*, "(a, i0)") "sample size = ", samples
+  write(*, "(a, f17.15)") "Mean :   ", mean,
+  write(*, "(a, f17.15)") "Stddev : ", stddev
+
+  do i = -15, 15
+    write(*, "(f4.1, a, a)") real(i)/5.0, ": ", repeat("=", int(bin(i)*500/samples))
+  end do
+
+end program