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:

    We should stop looking to law to provide the final answer.... Law cannot save us from ourselves.... We have to go out and try to accomplish our goals and resolve disagreements by doing what we think is right. That energy and resourcefulness, not millions of legal cubicles, is what was great about America. Let judgment and personal conviction be important again.
    Philip K. Howard, U.S. lawyer. The Death of Common Sense: How Law Is Suffocating America, pp. 186-87, Random House (1994)

    In this world, which is so plainly the antechamber of another, there are no happy men. The true division of humanity is between those who live in light and those who live in darkness. Our aim must be to diminish the number of the latter and increase the number of the former. That is why we demand education and knowledge.
    Victor Hugo (1802–1885)

    By this unprincipled facility of changing the state as often, and as much, and in as many ways as there are floating fancies or fashions, the whole chain and continuity of the commonwealth would be broken. No one generation could link with the other. Men would become little better than the flies of a summer.
    Edmund Burke (1729–1797)