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Modern Algorithms of Simulation for Getting Some Random Numbers.

Authors :
Anastassiou, G. A.
Iatan, I. F.
Source :
Journal of Computational Analysis & Applications. Nov2013, Vol. 15 Issue 7, p1211-1222. 12p. 1 Diagram, 3 Graphs.
Publication Year :
2013

Abstract

In order to carry out the simulation, we need a source of random numbers distributed according to the desired probability distribution. In this paper we have constructed algorithms for generating both continuous and discrete random variables. One simulates a discrete random variable having a geometric distribution, which is used in reliability.We also create some algorithms for generating: a normal continuous variable, other continuous variables having exponential distribution, Weibull distribution, gamma distribution. The aim cf this paper is to see that if we have random numbers generated according to some distribution, we may perform a transformation to generate the desired distribution. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
15211398
Volume :
15
Issue :
7
Database :
Academic Search Index
Journal :
Journal of Computational Analysis & Applications
Publication Type :
Academic Journal
Accession number :
86216902