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  2. Random number generation - Wikipedia

    en.wikipedia.org/wiki/Random_number_generation

    Dice are an example of a mechanical hardware random number generator. When a cubical die is rolled, a random number from 1 to 6 is obtained. Random number generation is a process by which, often by means of a random number generator (RNG), a sequence of numbers or symbols that cannot be reasonably predicted better than by random chance is generated.

  3. Inverse transform sampling - Wikipedia

    en.wikipedia.org/wiki/Inverse_transform_sampling

    Inverse transformation sampling takes uniform samples of a number between 0 and 1, interpreted as a probability, and then returns the smallest number such that for the cumulative distribution function of a random variable. For example, imagine that is the standard normal distribution with mean zero and standard deviation one.

  4. Pseudorandom number generator - Wikipedia

    en.wikipedia.org/wiki/Pseudorandom_number_generator

    A pseudorandom number generator (PRNG), also known as a deterministic random bit generator (DRBG), [1] is an algorithm for generating a sequence of numbers whose properties approximate the properties of sequences of random numbers. The PRNG-generated sequence is not truly random, because it is completely determined by an initial value, called ...

  5. List of random number generators - Wikipedia

    en.wikipedia.org/wiki/List_of_random_number...

    A SWB generator is the basis for the RANLUX generator, [19] widely used e.g. for particle physics simulations. Maximally periodic reciprocals: 1992 R. A. J. Matthews [20] A method with roots in number theory, although never used in practical applications. KISS: 1993 G. Marsaglia [21] Prototypical example of a combination generator. Multiply ...

  6. Applications of randomness - Wikipedia

    en.wikipedia.org/wiki/Applications_of_randomness

    Randomness has many uses in science, art, statistics, cryptography, gaming, gambling, and other fields. For example, random assignment in randomized controlled trials helps scientists to test hypotheses, and random numbers or pseudorandom numbers help video games such as video poker. These uses have different levels of requirements, which leads ...

  7. Random seed - Wikipedia

    en.wikipedia.org/wiki/Random_seed

    A random seed (or seed state, or just seed) is a number (or vector) used to initialize a pseudorandom number generator.. A pseudorandom number generator's number sequence is completely determined by the seed: thus, if a pseudorandom number generator is later reinitialized with the same seed, it will produce the same sequence of numbers.

  8. Convolution random number generator - Wikipedia

    en.wikipedia.org/wiki/Convolution_random_number...

    Convolution random number generator. In statistics and computer software, a convolution random number generator is a pseudo-random number sampling method that can be used to generate random variates from certain classes of probability distribution. The particular advantage of this type of approach is that it allows advantage to be taken of ...

  9. Marsaglia polar method - Wikipedia

    en.wikipedia.org/wiki/Marsaglia_polar_method

    The Marsaglia polar method[1] is a pseudo-random number sampling method for generating a pair of independent standard normal random variables. [2] Standard normal random variables are frequently used in computer science, computational statistics, and in particular, in applications of the Monte Carlo method. The polar method works by choosing ...