'Pseudo random numbers' diaporamas de présentation

Monte Carlo Methods

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Random Number Generation

Random Number Generation. Random Number Generators. Without random numbers, we cannot do Stochastic Simulation Most computer languages have a subroutine, object or function generating random numbers (uniformly distributed)

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CS221

CS221. Random Numbers. Random Numbers. Random numbers are often very important in programming Suppose you are writing a program to play the game of roulette The numbers that come up on a real roulette wheel are random

383 views • 13 slides

Generating Random Variables

Generating Random Variables. Pseudo-Random Numbers. Definition : A sequence of pseudo-random numbers is a deterministic sequence of numbers having the same relevant statistical properties as a sequence of random numbers.

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Random-Number Generation

Random-Number Generation. Properties of Random Numbers. Random Number, R i , must be independently drawn from a uniform distribution with pdf: Two important statistical properties: Uniformity Independence. U(0,1). Figure: pdf for random numbers. Generation of Pseudo-Random Numbers.

202 views • 9 slides