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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—Italo Calvino (19231985)
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“One generation passeth away, and another generation cometh: but the earth abideth for ever. The sun also ariseth, and the sun goeth down, and hasteth to the place where he arose.”
—Bible: Hebrew Ecclesiastes 1:4,5.
Ernest Hemingways book title The Sun Also Rises (1926)