Perfecting Simulations? The Quest for a Perfect Random Number Generator

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Title:

Perfecting Simulations? The Quest for a Perfect Random Number Generator

Url:

http://www.intuitor.com/statistics/Simulations.html

Publisher:

Intuitor

Description: Pseudo random number generators (PRNG) start with a seed value and will eventually repeat all the numbers they generate in exactly the same order. Putting in the same seed value will give precisely the same set of random numbers. On large scale Monte Carlo simulations (depends on generation of multiple random numbers), care has to be taken to make sure that the PRNG cycle is significantly longer than the quantity of random numbers needed or the pattern in the PRNG cycle can show up as an error producing pattern in the simulation results.

LC Classification:

Science -- Mathematics -- Mathematical statistics
Science -- Mathematics -- Numerical analysis -- Numerical simulation. Monte Carlo method
Science -- Mathematics -- Probabilities
Science -- Mathematics -- Probabilities -- Geometric probability. Stochastic geometry. Random sets

GEM Subject:

Mathematics -- Statistics
Mathematics -- Probability

Key Concept:

Mathematics -- Probability
Mathematics -- Statistics

Date Issued:

2001

Resource Type:

Reference Material
Instructional Material
Instructional Material -- Interactive Simulation
Instructional Material -- Instructor Guide/Manual

Format:

Document -- HTML
Application -- Java

Audience:

Educator
Learner

Education Level:

Higher Education
Higher Education -- Undergraduate (Lower Division)
Higher Education -- Undergraduate (Upper Division)
Higher Education -- Technical Education (Upper Division)
Higher Education -- Technical Education (Lower Division)
Vocational/Professional Development Education

Language:

English

Rights:

Intuitor.com

Access Rights:

Free access

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Source:

CAUSEweb

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