GENERATION AND TESTING OF RANDOM NUMBERS OF AN ARBITRARY DISTRIBUTION

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.

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Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1962
Accession Number
AD0483003

Entities

People

  • Norman A. Vaa

Organizations

  • Naval Postgraduate School

Tags

Communities of Interest

  • Energy and Power Technologies

DTIC Thesaurus Topics

  • Computer Languages
  • Computer Programming
  • Computer Programs
  • Computers
  • Data Science
  • Digital Computers
  • Distribution Functions
  • Information Science
  • Language
  • Normal Distribution
  • Random Number Generators
  • Random Variables
  • Statistical Sampling
  • Statistical Tests
  • Statistics
  • United States
  • War Games

Fields of Study

  • Mathematics

Readers

  • Computer Science.
  • Electrical Engineering
  • Statistical inference.