The generation of random numbers from various probability distributions.
Abstract
Methods are developed, and Fortran 63 CODAP computer programs
are demonstrated, to generate random numbers from the uniform,
normal (including multivariate normal), Poisson, and exponential
probability distributions. Various statistical tests are described
and the results of the application of these tests to the generators
are tabulated. A general method for generating random numbers from
a large class of distributions is described. The methods of
generation are optimized to provide an accurate generator while
producing numbers at a maximum rate. The uniform generator that is
used as a basis for the other generators is of the congruential
type and is capable of generating 1800 numbers per second.
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.Collections
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