Non-uniform Random Numbers
Pseudo-random number sampling or non-uniform pseudo-random variate generation is the numerical practice of generating pseudo-random numbers that are distributed according to a given probability distribution.
Methods of sampling a non-uniform distribution are typically based on the availability of a pseudo-random number generator producing numbers X that are uniformly distributed. Computational algorithms are then used to manipulate a single random variate, X, or often several such variates, into a new random variate Y such that these values have the required distribution.
Historically, basic methods of pseudo-random number sampling were developed for Monte-Carlo simulations in the Manhattan project; they were first published by John von Neumann in the early 1950s.
Read more about Non-uniform Random Numbers: Finite Discrete Distributions, Continuous Distributions, Software Libraries
Other articles related to "random number":
... GNU Scientific Library has a section entitled "Random Number Distributions" with routines for sampling under more than twenty different distributions ...
Famous quotes containing the words numbers and/or random:
“Think of the earth as a living organism that is being attacked by billions of bacteria whose numbers double every forty years. Either the host dies, or the virus dies, or both die.”
—Gore Vidal (b. 1925)
“poor Felix Randal;
How far from then forethought of, all thy more boisterous years,
When thou at the random grim forge, powerful amidst peers,
Didst fettle for the great gray drayhorse his bright and battering
sandal!”
—Gerard Manley Hopkins (1844–1889)