Generating Pseudorandom Numbers From Various Distributions Using C++

Abstract

This report documents a set of functions, written in C++, that can be used to generate pseudorandom numbers that have either uniform or normal distributions and pseudorandom integers that have either uniform or Poisson distributions. An implementation of the Mersenne twister algorithm, developed by Matsumoto and Nishimura, is included. The output from the Mersenne twister is used to generate the various distributions through the use of assorted transformation algorithms.

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Document Details

Document Type
Technical Report
Publication Date
Jun 01, 2014
Accession Number
ADA606475

Entities

People

  • Robert J. Yager

Organizations

  • United States Army Research Laboratory

Tags

Communities of Interest

  • Weapons Technologies

DTIC Thesaurus Topics

  • Abstracts
  • Algorithms
  • Boundaries
  • Department Of Defense
  • Equations
  • Functions (Mathematics)
  • Information Operations
  • Intervals
  • Mathematics
  • Military Research
  • Numbers
  • Probability
  • Probability Density Functions
  • Real Numbers
  • Standards
  • Template Patterns

Fields of Study

  • Computer science
  • Mathematics

Readers

  • Computer Programming and Software Development.
  • Regression Analysis.
  • Structural Dynamics.