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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
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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
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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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