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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.) Electric circuits Electronic Random Number Indicator (ERNIE) Counting gamma rays In combination with a computer Hook up an electronic device to the computer Read-in a table of Random numbers Prof.

• Take the middle four digits for the next four-digit number Prof. Dr. Mesut Güneş Ch. 6 Random-Number Generation 0 0 2 0 = ×Z i Z i U i Z i ×Z i 0 7182 - 51581124 1 5811 0.5811 33767721 2 7677 0.7677 58936329 3 9363 0.9363 87665769 …

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