Abstract
Up to now in this book we have considered the observation of random variables, but not prescriptions for producing them. It is in many applications useful, however, to have a sequence of values of a randomly distributed variable x.
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Notes
- 1.
Abbreviation of binary digit.
- 2.
Since the numbers are pseudorandom and not strictly random, we use the notation x in place of x.
Literature
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D.E. Knuth, The Art of Computer Programming, vol. 2, Addison-Wesley, Reading MA 1981
P. L’Ecuyer, Comm. ACM 31 (1988) 742
B.A. Wichmann and I.D. Hill, Appl. Stat. 31 (1982) 188
G.E.P. Box and M.E. Muller, Ann. Math. Stat. 29 (1958) 611
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Brandt, S. (2014). Computer Generated Random Numbers: The Monte Carlo Method. In: Data Analysis. Springer, Cham. https://doi.org/10.1007/978-3-319-03762-2_4
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DOI: https://doi.org/10.1007/978-3-319-03762-2_4
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