On Generation of Random Numbers with Specified Distributions or Densities.

Abstract

Generation of random numbers with specified probability density functions or cumulative distribution functions is reviewed and employed to generate some standard random variables with common densities and distributions. Combinations of random variables then afford a quick method of generating variables with more-involved distribution functions. Application to the OM cumulative distribution function is made as an example. Timing results for all cases are listed. Numerous statistical tests on the Hewlett-Packard 9845 Desk Calculator confirm it as a reliable generator of uniformly distributed statistically independent random numbers. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Dec 01, 1982
Accession Number
ADA122724

Entities

People

  • Albert H. Nuttall

Organizations

  • Naval Underwater Systems Center

Tags

Communities of Interest

  • Weapons Technologies

DTIC Thesaurus Topics

  • Bessel Functions
  • Data Science
  • Demographic Cohorts
  • Discrete Fourier Transforms
  • Distortion
  • Distribution Functions
  • Fourier Transformation
  • Generators
  • Information Science
  • Integrals
  • Probability
  • Probability Density Functions
  • Random Number Generators
  • Random Variables
  • Signal Processing
  • Standards
  • Statistical Tests

Fields of Study

  • Mathematics

Readers

  • Computer Programming and Software Development.
  • Statistical inference.
  • Systems Analysis and Design