Accession Number:

AD0735144

Title:

Pseudo Random Number Generators for Statistical Applications

Descriptive Note:

Technical rept.

Corporate Author:

GEORGIA UNIV ATHENS DEPT OF STATISTICSAND COMPUTER SCIENCE

Personal Author(s):

• Cannon, Lovick E., III

Report Date:

1971-08-01

Pagination or Media Count:

165.0

Abstract:

Pseudo random number generating programs coded in machine language for the IBM 36065 computer have been prepared for producing random values from the normal, exponential, and gamma distributions as well as from any discrete probability distribution. The schemes are based largely on combinations of sophisticated techniques first suggested by Marsaglia. The distributions simulated are exact within the word size of the computer and average production time per number is very short, e.g. 10 to 40 microseconds depending upon the particular distribution.

Descriptors:

• *COMPUTER PROGRAMS
• *RANDOM VARIABLES
• *MEMORY DEVICES
• PROBABILITY DENSITY FUNCTIONS
• SAMPLING
• STATISTICAL ANALYSIS
• DISTRIBUTION FUNCTIONS

Subject Categories:

• Statistics and Probability
• Computer Programming and Software
• Computer Hardware

Distribution Statement:

APPROVED FOR PUBLIC RELEASE