Generation of Pseudo-Random Numbers
NATIONAL AERONAUTICS AND SPACE ADMINISTRATION HUNTSVILLE AL GEORGE C MARSHALL SPACE FLIGHT CENTER
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The generation of pseudo-random numbers from specified probability distributions has found extensive application in Monte Carlo simulations. Because these simulations often require a large number of calculations, the time required to generate pseudo-random numbers has become a major factor. At the same time it is essential to guarantee accuracy and statistical randomness of the sequence of generated numbers. This report provides practical methods for generating acceptable random numbers from a variety of probability distributions which are frequently encountered in engineering applications.
- Statistics and Probability