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.

Read more about this topic:  Probability Distribution

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

    “Assemble, first, all casual bits and scraps
    That may shake down into a world perhaps;
    People this world, by chance created so,
    With random persons whom you do not know—”
    —Robert Graves (1895–1985)

    “In proportion as our inward life fails, we go more constantly and desperately to the post office. You may depend on it, that the poor fellow who walks away with the greatest number of letters, proud of his extensive correspondence, has not heard from himself this long while.”
    —Henry David Thoreau (1817–1862)

    “The greatest significance of the present student generation is that it is through them that the point of view of the subjugated is finally and inexorably being expressed.”
    —James Baldwin (1924–1987)