Accession Number:

AD0483003

Title:

GENERATION AND TESTING OF RANDOM NUMBERS OF AN ARBITRARY DISTRIBUTION

Descriptive Note:

Master's thesis

Corporate Author:

NAVAL POSTGRADUATE SCHOOL MONTEREY CA

Personal Author(s):

Report Date:

1962-01-01

Pagination or Media Count:

67.0

Abstract:

Given a method of generating independent random uniform numbers on the unit interval, two methods of generating independent random normal numbers, one method to generate exponential random numbers and one method to generate independent random numbers from the chi-square distribution are presented. All four methods are programmed in FORTRAN on the CDC 1604 high speed digital computer, and tested by a battery of statistical tests. Results of the tests are given in summarized form.

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE