Generation and testing of random numbers of an arbitrary distribution

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Authors
Vaa, Norman A.
Subjects
Advisors
Borsting, Jack R.
Date of Issue
1962
Date
Publisher
Monterey, California: U.S. Naval Postgraduate School
Language
en_US
Abstract
Given a method of generating independent random uniform numbers on the unit interval, two methods of generating independent random normal numbers, one method to generate exponential random numbers and one method to generate independent random numbers from the chi-square distribution are presented. All four methods are programmed in FORTRAN on the CDC 1604 high speed digital computer, and tested by a battery of statistical tests. Results of the tests are given in summarized form. (Author)
Type
Thesis
Description
Series/Report No
Department
Operations Research
Organization
Identifiers
NPS Report Number
Sponsors
Funder
Format
69 p.
Citation
Distribution Statement
Rights
This publication is a work of the U.S. Government as defined in Title 17, United States Code, Section 101. Copyright protection is not available for this work in the United States.
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