AERS 105 Study Guide - Unimodality, American Statistical Association, Monte Carlo Method

• School: Texas A&M University
• Department: Aerospace Studies
• Course: AERS 105
• Professor: Lints

Document Summary

This chapter describes algorithms for the generation of pseudorandom numbers with both uniform and normal distributions. This is the rst number produced by the matlab random number generator with its default settings. Start up a fresh matlab, set format long, type rand, and it"s the number you get. Computers are (in principle) deterministic machines and should not exhibit random behavior. If your computer doesn"t access some external device, like a gamma ray counter or a clock, then it must really be computing pseudorandom numbers. Our favorite de nition was given in 1951 by berkeley professor d. h. lehmer, a pioneer in computing and, especially, computational number theory: A random sequence is a vague notion . in which each term is unpre- dictable to the uninitiated and whose digits pass a certain number of tests traditional with statisticians . Lehmer also invented the multiplicative congruential algorithm, which is the basis for many of the random number generators in use today.