Random Process Generation.
Abstract
'Random process generation' includes all aspects of modeling and generating (pseudo) random variates for driving probabilistic simulations on digital computers. Topics include the selection of appropriate statistical distributions, parameter determination, diagnostic checking, and generation of random variables. The research performed under the auspices of this contract emphasized the use of general four-parameter families of distribution during the first year. The second year concentrated on generation of random vectors from multivariate distributions. Several other topics were considered as well. A brief summary of the principal investigator's thoughts on the future of random process generation concludes the report.
Document Details
- Document Type
- Technical Report
- Publication Date
- Jun 01, 1980
- Accession Number
- ADA086758
Entities
People
- Bruce W. Schmeiser
Organizations
- Southern Methodist University