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:
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Didst fettle for the great gray drayhorse his bright and battering
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—Gerard Manley Hopkins (18441889)
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—Donald Davidson (b. 1917)
“Counting is the religion of this generation it is its hope and its salvation.”
—Gertrude Stein (18741946)