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:

    “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 (1895–1985)

    “Without claiming superiority of intellectual over visual understanding, one is nevertheless bound to admit that the cinema allows a number of æsthetic-intellectual means of perception to remain unexercised which cannot but lead to a weakening of judgment.”
    —Johan Huizinga (1872–1945)

    “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 Hemingway took the title The Sun Also Rises (1926)