Probability Distribution - Random Number Generation

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.

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Famous quotes containing the words random, number and/or generation:

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    Italo Calvino (1923–1985)

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    Donald Davidson (b. 1917)

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    Melinda M. Marshall (20th century)