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:

    Novels as dull as dishwater, with the grease of random sentiments floating on top.
    Italo Calvino (1923–1985)

    A considerable percentage of the people we meet on the street are people who are empty inside, that is, they are actually already dead. It is fortunate for us that we do not see and do not know it. If we knew what a number of people are actually dead and what a number of these dead people govern our lives, we should go mad with horror.
    George Gurdjieff (c. 1877–1949)

    The greatest significance of the present student generation is that it is through them that the point of view of the subjugated is finally and inexorably being expressed.
    James Baldwin (1924–1987)