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:

    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)

    I wonder love can have already set
    In dreams, when we’ve not met
    More times than I can number on one hand.
    Philip Larkin (1922–1986)

    We were that generation called “silent,” but we were silent neither, as some thought, because we shared the period’s official optimism nor, as others thought, because we feared its official repression. We were silent because the exhilaration of social action seemed to many of us just one more way of escaping the personal, of masking for a while that dread of the meaningless which was man’s fate.
    Joan Didion (b. 1935)