Modern algorithms of simulation for getting some random numbers
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 contin- uous variables having exponential distribution,Weibull distribution, gamma distribution. The aim of 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. © 2013 EUDOXUS PRESS, LLC.
Publication Title
Journal of Computational Analysis and Applications
Recommended Citation
Anastassiou, G., & Iatan, I. (2013). Modern algorithms of simulation for getting some random numbers. Journal of Computational Analysis and Applications, 15 (7), 1211-1222. Retrieved from https://digitalcommons.memphis.edu/facpubs/5132