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:
“poor Felix Randal;
How far from then forethought of, all thy more boisterous years,
When thou at the random grim forge, powerful amidst peers,
Didst fettle for the great gray drayhorse his bright and battering
sandal!”
—Gerard Manley Hopkins (1844–1889)
“You are the majority—in number and intelligence; therefore you are the force—which is justice. Some are scholars, others are owners; a glorious day will come when the scholars will be owners and the owners scholars. Then your power will be complete, and no man will protest against it.”
—Charles Baudelaire (1821–1867)
“Through centuries he lived in poverty.
God only was his only elegance.
Then generation by generation he grew
Stronger and freer, a little better off.
He lived each life because, if it was bad,
He said a good life would be possible.”
—Wallace Stevens (1879–1955)