Accession Number:

ADA329500

Title:

Generation of Pseudo-Random Numbers

Descriptive Note:

Technical paper

Corporate Author:

NATIONAL AERONAUTICS AND SPACE ADMINISTRATION HUNTSVILLE AL GEORGE C MARSHALL SPACE FLIGHT CENTER

Report Date:

1982-12-01

Pagination or Media Count:

25.0

Abstract:

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.

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE