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.

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Famous quotes containing the words random, number and/or generation:

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    Roger Gould (20th century)

    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)