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:
“Man always made, and still makes, grotesque blunders in selecting and measuring forces, taken at random from the heap, but he never made a mistake in the value he set on the whole, which he symbolized as unity and worshipped as God. To this day, his attitude towards it has never changed, though science can no longer give to force a name.”
—Henry Brooks Adams (1838–1918)
“No Government can be long secure without a formidable Opposition. It reduces their supporters to that tractable number which can be managed by the joint influences of fruition and hope. It offers vengeance to the discontented, and distinction to the ambitious; and employs the energies of aspiring spirits, who otherwise may prove traitors in a division or assassins in a debate.”
—Benjamin Disraeli (1804–1881)
“Man is distinguished, not only by his reason; but also by this singular passion from other animals ... which is a lust of the mind, that by a perseverance of delight in the continual and indefatigable generation of knowledge, exceeds the short vehemence of any carnal pleasure.”
—Thomas Hobbes (1588–1679)