Pseudo-Random Number Generation
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A Pseudo-Random Number Generation is a random number generation that ...
- AKA: Non-Uniform Pseudo-Random Variate Generation.
- See: Pseudo-Random Number, Probability Distribution, Uniform Distribution (Continuous), Pseudo-Random Number Generator, Random Variate, Monte-Carlo Method.
References
2015
- (Wikipedia, 2015) ⇒ http://en.wikipedia.org/wiki/Pseudo-random_number_sampling Retrieved:2015-5-2.
- Pseudo-random number sampling or non-uniform pseudo-random variate generation is the numerical practice of generating pseudo-random numbers that are distributed according to a given probability distribution.
Methods of sampling a non-uniform distribution are typically based on the availability of a pseudo-random number generator producing numbers X that are uniformly distributed. Computational algorithms are then used to manipulate a single random variate, X, or often several such variates, into a new random variate Y such that these values have the required distribution.
Historically, basic methods of pseudo-random number sampling were developed for Monte-Carlo simulations in the Manhattan project;they were first published by John von Neumann in the early 1950s.
- Pseudo-random number sampling or non-uniform pseudo-random variate generation is the numerical practice of generating pseudo-random numbers that are distributed according to a given probability distribution.