Random Number Generation
Random Number Generation
Biostatistics 615/815 Lecture 13
Today
z Random Number Generators
? Key ingredient of statistical computing
z Discuss properties and defects of alternative generators
Some Uses of Random Numbers
z Simulating data
? Evaluate statistical procedures ? Evaluate study designs ? Evaluate program implementations
z Controling stochastic processes
? Markov-Chain Monte-Carlo methods
z Selecting questions for exams
Random Numbers and Computers
z Most modern computers do not generate truly random sequences
z Instead, they can be programmed to produce pseudo-random sequences
? These will behave the same as random
sequences for a wide-variety of applications
Uniform Deviates
z Fall within specific interval (usually 0..1) z Potential outcomes have equal probability
z Usually, one or more of these deviates are used to generate other types of random numbers
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