protected Double average;

protected Double standardDeviation;

protected Random random;

public WhiteNoise(Double average, Double variance) {

this.average = average;

this.standardDeviation = Math.sqrt(variance);

this.random = new Random();

}

public Double calc() {

return average + random.nextGaussian() * standardDeviation;

}

public static void main(String[] args) {

WhiteNoise whiteNoise = new WhiteNoise(0d, 2d);

for (int i = 0; i < 1000; i++) {

System.out.println(whiteNoise.calc());

}

}

}

エクセルで検証した結果も問題なさそうである。