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:
“Man always made, and still makes, grotesque blunders in selecting and measuring forces, taken at random from the heap, but he never made a mistake in the value he set on the whole, which he symbolized as unity and worshipped as God. To this day, his attitude towards it has never changed, though science can no longer give to force a name.”
—Henry Brooks Adams (1838–1918)
“You are the majority—in number and intelligence; therefore you are the force—which is justice. Some are scholars, others are owners; a glorious day will come when the scholars will be owners and the owners scholars. Then your power will be complete, and no man will protest against it.”
—Charles Baudelaire (1821–1867)
“What makes this Generation of Vermin so very Prolifick, is the indefatigable Diligence with which they apply themselves to their Business. A Man does not undergo more watchings and fatigues in a Campaign, than in the Course of a vicious Amour. As it is said of some Men, that they make their Business their Pleasure, these Sons of Darkness may be said to make their Pleasure their Business. They might conquer their corrupt Inclinations with half the Pains they are at in gratifying them.”
—Joseph Addison (1672–1719)