June 2016
Beginner to intermediate
398 pages
8h 51m
English
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Simulating pseudo random numbers
Pseudo random numbers are the basis for almost any statistical (Monte Carlo) simulation, and they are used in a huge variety of problems in statistics. Simulating them well is crucial for valid outputs on Monte Carlo simulations, and also resampling methods rely on the quality of pseudo random numbers.
We can distinguish between (at least) two kinds of pseudo random number generators:
- Arithmetic random number generators: They are based purely on, as the name suggests, arithmetic. Irrational numbers like
and e may be used as random number generators by making use of the fractional part of any multiples used. However, ...
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I'm always learning. So when I got on to O'Reilly, I was like a kid in a candy store. There are playlists. There are answers. There's on-demand training. It's worth its weight in gold, in terms of what it allows me to do.