ie144.lecture4

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Click to edit Master subtitle style 5/19/11 Lecture 4: Random Number IE 144: AY 2010-2011

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5/19/11 Random Numbers and Random Number random integers with Uniform distribution and parameters a (min) and b (max). Random Decimal Randomly-generated set of numbers uniformly distributed from 0 to 1 Useful in the generation of random variates
5/19/11 Properties of Random It comes from a continuous distribution It is uniformly distributed from 0 to 1. Each random decimal is independent of each other. The population mean is 1/2. The population variance is 1/12.

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5/19/11 Example 0.4 0.2 0.8 0.6 0.0 0.6 0.8 0.4 0.934 0.843 0.701 0.592 0.428 0.321 0.221 0.331 0.661 0.441 0.881 0.771 0.435 0.234 0.567 0.102 0.820 0.643
Requirements for Generators It generates random numbers that exhibit accurate statistical properties. It is fast. It is replicable. It is portable to different computers and programming languages. It has a long cycle.

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