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:

    “Novels as dull as dishwater, with the grease of random sentiments floating on top.”
    —Italo Calvino (1923–1985)

    “The basis of successful relief in national distress is to mobilize and organize the infinite number of agencies of self help in the community. That has been the American way.”
    —Herbert Hoover (1874–1964)

    “There is such a thing as food and such a thing as poison. But the damage done by those who pass off poison as food is far less than that done by those who generation after generation convince people that food is poison.”
    —Paul Goodman (1911–1972)