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 (18951985)
“The best number for a dinner party is twomyself and a dam good head waiter.”
—Nubar Gulbenkian (18961972)
“It is a sort of ranger service. Arnolds expedition is a daily experience with these settlers. They can prove that they were out at almost any time; and I think that all the first generation of them deserve a pension more than any that went to the Mexican war.”
—Henry David Thoreau (18171862)