Computer Generation of Random Numbers.

Abstract

A random number is a quantity which is specified probabilistically, and a random number generator is a device which outputs numbers under the constraints of probability laws. The probability laws governing the sequence describe (1) the statistical properties of the output sample, and (2) the relationship between successive numbers in the sequence. The present memorandum reports progress in the development of computer techniques for generating random numbers. The probability law governing the output sample often takes the form of a theoretical probability distribution function which the output as a whole is expected to satisfy. THe usual sequential requirement is that successive numbers in the output sequence be statistically independent. There are, of course, numerous possible rules to govern non-independent sequences.

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Document Details

Document Type
Technical Report
Publication Date
May 01, 1965
Accession Number
ADA079242

Entities

People

  • W. D. Larkin

Tags

Communities of Interest

  • Energy and Power Technologies
  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Army Personnel
  • Computer Programs
  • Computers
  • Distribution Functions
  • Generators
  • Intervals
  • Monte Carlo Method
  • New York
  • Normal Distribution
  • Probability
  • Probability Distribution Functions
  • Probability Distributions
  • Random Number Generators
  • Random Variables
  • Sequences
  • Simulations
  • Stochastic Processes

Fields of Study

  • Computer science

Readers

  • Computer Science.
  • Statistical inference.
  • Theoretical Analysis.