29 lines
464 B
SAS
29 lines
464 B
SAS
data test;
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n=100000;
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twopi=2*constant('pi');
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do i=1 to n;
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u=ranuni(0);
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v=ranuni(0);
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r=sqrt(-2*log(u));
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x=r*cos(twopi*v);
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y=r*sin(twopi*v);
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z=rannor(0);
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output;
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end;
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keep x y z;
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proc means mean stddev;
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proc univariate;
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histogram /normal;
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run;
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/*
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Variable Mean Std Dev
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----------------------------------------
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x -0.0052720 0.9988467
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y 0.000023995 1.0019996
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z 0.0012857 1.0056536
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*/
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