Generating Pseudorandom Numbers From Various Distributions Using C++
Author(s) -
Robert J. Yager
Publication year - 2014
Language(s) - English
Resource type - Reports
DOI - 10.21236/ada606475
Subject(s) - pseudorandom number generator , mersenne prime , set (abstract data type) , mathematics , pseudorandomness , transformation (genetics) , usable , pseudorandom generator theorem , poisson distribution , algorithm , random number generation , discrete mathematics , combinatorics , computer science , statistics , programming language , biochemistry , chemistry , world wide web , gene
: This report documents a set of functions, written in C++, that can be used to generate pseudorandom numbers that have either uniform or normal distributions and pseudorandom integers that have either uniform or Poisson distributions. An implementation of the Mersenne twister algorithm, developed by Matsumoto and Nishimura, is included. The output from the Mersenne twister is used to generate the various distributions through the use of assorted transformation algorithms.
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