06 Random Number Generation
Chapter 6
Random-Number Generation
Prof. Dr. Mesut G¨¹ne? ? Ch. 6 Random-Number Generation
6.1
Contents
? Properties of Random Numbers
? Pseudo-Random Numbers
? Generating Random Numbers
? Linear Congruential Method
? Combined Linear Congruential Method
? Tests for Random Numbers
? Real Random Numbers
Prof. Dr. Mesut G¨¹ne? ? Ch. 6 Random-Number Generation
6.2
Overview
? Discuss characteristics and
the generation of random
numbers.
? Subsequently, introduce
tests for randomness:
? Frequency test
? Autocorrelation test
Prof. Dr. Mesut G¨¹ne? ? Ch. 6 Random-Number Generation
6.3
Overview
? Historically
?
?
?
?
?
?
Throw dices
Deal out cards
Draw numbered balls
Use digits of ¦Ð
Mechanical devices (spinning disc, etc.)
Electric circuits
? Electronic Random Number Indicator (ERNIE)
? Counting gamma rays
? In combination with a computer
? Hook up an electronic device to the computer
? Read-in a table of random numbers
Prof. Dr. Mesut G¨¹ne? ? Ch. 6 Random-Number Generation
6.4
Pseudo-Random Numbers
Prof. Dr. Mesut G¨¹ne? ? Ch. 6 Random-Number Generation
6.5
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