International Encyclopedia of Statistical Science

2011 Edition
| Editors: Miodrag Lovric

Uniform Random Number Generators

  • Pierre L’Ecuyer
Reference work entry
DOI: https://doi.org/10.1007/978-3-642-04898-2_602

Introduction

A growing number of modern statistical tools are based on Monte Carlo ideas; they sample independent random variables by computer to estimate distributions, averages, quantiles, roots or optima of functions, etc. These methods are developed and studied in the abstract framework of probability theory, in which the notion of an infinite sequence of independent random variables uniformly distributed over the interval (0, 1) (i.i.d. \(\mathcal{U}(0,1)\)

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References and Further Reading

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Copyright information

© Springer-Verlag Berlin Heidelberg 2011

Authors and Affiliations

  • Pierre L’Ecuyer
    • 1
  1. 1.Université de MontréalMontréal, QCCanada