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:
“Novels as dull as dishwater, with the grease of random sentiments floating on top.”
—Italo Calvino (1923–1985)
“Among a hundred windows shining
dully in the vast side
of greater-than-palace number such-and-such
one burns
these several years, each night
as if the room within were aflame.”
—Denise Levertov (b. 1923)
“Against my will, I became a witness to the most terrible defeat of reason and to the most savage triumph of brutality ever chronicled ... never before did a generation suffer such a moral setback after it had attained such intellectual heights.”
—Stefan Zweig (18811942)