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06 Random Number Generation - fu-berlin.de

Chapter 6 Random - Number Generation Prof. Dr. Mesut G ne Ch. 6 Random - Number Generation Contents Properties of Random Numbers Pseudo- Random Numbers Generating Random Numbers Linear Congruential Method Combined Linear Congruential Method Tests for Random Numbers Real Random Numbers Prof. Dr. Mesut G ne Ch. 6 Random - Number Generation Overview Discuss characteristics and the Generation of Random numbers. Subsequently, introduce tests for randomness: Frequency test Autocorrelation test Prof. Dr. Mesut G ne Ch. 6 Random - Number Generation Overview Historically Throw dices Deal out cards Draw numbered balls Use digits of Mechanical devices (spinning disc, etc.)

6.7 Pseudo-Random Numbers • Goal: To produce a sequence of numbers in [0,1] that simulates, or imitates, the ideal properties of random numbers (RN). Prof. Dr. Mesut Güneş Ch. 6 Random-Number Generation

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