Random Number Generation
A frequent problem in statistical simulations (the Monte Carlo method) is the generation of pseudo-random numbers that are distributed in a given way. Most algorithms are based on a pseudorandom number generator that produces numbers X that are uniformly distributed in the interval [0,1). These random variates X are then transformed via some algorithm to create a new random variate having the required probability distribution.
Read more about this topic: Probability Distribution
Famous quotes containing the words random, number and/or generation:
“And catch the gleaming of a random light,
That tells me that the ship I seek is passing, passing.”
—Paul Laurence Dunbar (1872–1906)
“After mature deliberation of counsel, the good Queen to establish a rule and imitable example unto all posterity, for the moderation and required modesty in a lawful marriage, ordained the number of six times a day as a lawful, necessary and competent limit.”
—Michel de Montaigne (1533–1592)
“There will be no greater burden on our generation than to organize the forces of liberty in our time in order to make our quest of a new freedom for America.”
—Woodrow Wilson (1856–1924)