random variate generation

См. также в других словарях:

• Random variate — A random variate is a particular outcome of a random variable: the random variates which are other outcomes of the same random variable would have different values. Random variates are used when simulating processes driven by random influences… …   Wikipedia

• Pseudo-random number sampling — or non uniform pseudo random variate generation is the numerical practice of generating pseudo random numbers that are distributed according to a given probability distribution. Methods of sampling a non uniform distribution are typically based… …   Wikipedia

• Box-Muller transform — A Box Muller transform (by George Edward Pelham Box and Mervin Edgar Muller 1958) [ [http://projecteuclid.org/DPubS/Repository/1.0/Disseminate?view=body id=pdf 1 handle=euclid.aoms/1177706645 G. E. P. Box and Mervin E. Muller, A Note on the… …   Wikipedia

• Dirichlet distribution — Several images of the probability density of the Dirichlet distribution when K=3 for various parameter vectors α. Clockwise from top left: α=(6, 2, 2), (3, 7, 5), (6, 2, 6), (2, 3, 4). In probability and… …   Wikipedia

• Exponential distribution — Not to be confused with the exponential families of probability distributions. Exponential Probability density function Cumulative distribution function para …   Wikipedia

• 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 that approximates the properties of random numbers. The sequence is not truly random in… …   Wikipedia

• Binomial distribution — Probability distribution name =Binomial type =mass pdf cdf Colors match the image above parameters =n geq 0 number of trials (integer) 0leq p leq 1 success probability (real) support =k in {0,dots,n}! pdf ={nchoose k} p^k (1 p)^{n k} ! cdf =I {1… …   Wikipedia

• Fonction de répartition — Fonctions de répartition d une variable discrète, d une variable diffuse et d une variable avec atome, mais non discrète. En théorie des probabilités ou en statistiques, la fonction de répartition d une variable aléatoire réelle caractérise la… …   Wikipédia en Français

• Loi uniforme continue — Uniforme Densité de probabilité / Fonction de masse Fonction de répartition …   Wikipédia en Français

• Método de Box-Muller — Diagrama de la transformada de Box Müller. Los círculos iniciales, se encuentran uniformemente espaciados respecto al origen, están graficados junto con otro conjunto de círculos centrados en el origen donde la separación entre ellos aumenta a… …   Wikipedia Español

• Inverse transform sampling — Inverse transform sampling, also known as the probability integral transform, is a method of generating sample numbers at random from any probability distribution given its cumulative distribution function (cdf). This method is generally… …   Wikipedia