Download or read book Evaluation of a Multiplicative Generator of Pseudo random Numbers written by Frederick W. Kuehl and published by . This book was released on 1969 with total page 36 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Evaluation of a Multiplicative Generator of Pseudo random Numbers written by Frederick W. Kuehl and published by . This book was released on 1969 with total page 30 pages. Available in PDF, EPUB and Kindle. Book excerpt: The present study reports on the development and testing of a pseudo-random number generator which would be able to rapidly supply the SIMPO-I entity models with numbers meeting essential tests for random qualities. The generator developed by BESRL is a power residue or multiplicative generator, the simplest of the many generators based on the linear congruential method. In addition to an acceptable generator, the work accomplished resulted in a compilation of statistical tests which have wider application for evaluating generators used on other computer systems. The tests are described, and essential mathematical formulations are presented. (Author).
Download or read book Evaluation of a Multiplicative Generator of Pseudo random Numbers written by and published by . This book was released on 1969 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: The present study reports on the development and testing of a pseudo-random number generator which would be able to rapidly supply the SIMPO-I entity models with numbers meeting essential tests for random qualities. The generator developed by BESRL is a power residue or multiplicative generator, the simplest of the many generators based on the linear congruential method. In addition to an acceptable generator, the work accomplished resulted in a compilation of statistical tests which have wider application for evaluating generators used on other computer systems. The tests are described, and essential mathematical formulations are presented. (Author).
Download or read book Calculations with Pseudo Random Numbers written by SYSTEM DEVELOPMENT CORP SANTA MONICA CALIF. and published by . This book was released on 1962 with total page 1 pages. Available in PDF, EPUB and Kindle. Book excerpt: Two pseudo-random number generators are considered, the multiplicative congruential method and the mixed congruential method. Some properties of the generated sequences ar derived, and several algorithms are developed for the evaluation of x sub i = f(i) and i = f to the minus 1 power (x sub i), where x sub i is the i'th element of a pseudo-random number sequence. (Author).
Download or read book Graphical Analysis of Some Pseudo Random Number Generators written by and published by . This book was released on 1986 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: There exist today many 'good' pseudo-random number generators; the problem is to retrieve them. This document discusses three commonly used pseudo-random number generators, the first being RANDU, a notoriously bad generator, but one which is still occasionally used. The next is the widely used prime modulus, multiplicative congruential generator used in LL-RANDOMII, the Naval Postgraduate School random number package, and the last is the random number generator provided for microcomputers with the DOS operating system. This latter pseudo-random number generator is completely defective. Simple graphical methods for initial screening of pseudo-random number generators are given, and the problems which arise with bad pseudo-random number generators are detailed with graphics. Finally, recent work on obtaining even better pseudo-random number generators is discussed.
Download or read book A Statistical Evaluation of Algorithms for Independently Seeding Pseudo Random Number Generators of Type Multiplicative Congruential Lehmer Class written by and published by . This book was released on 2007 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: To be effective, a linear congruential random number generator (LCG) should produce values that are (a) uniformly distributed on the unit interval (0,1) excluding endpoints and (b) substantially free of serial correlation. It has been found that many statistical methods produce inflated Type I error rates for correlated observations. Theoretically, independently seeding an LCG under the following conditions attenuates serial correlation: (a) simple random sampling of seeds, (b) non-replicate streams, (c) non-overlapping streams, and (d) non-adjoining streams. Accordingly, 4 algorithms (each satisfying at least 1 condition) were developed: (a) zero-leap, (b) fixed-leap, (c) scaled random-leap, and (d) unscaled random-leap. Note that the latter satisfied all 4 independent seeding conditions. To assess serial correlation, univariate and multivariate simulations were conducted at 3 equally spaced intervals for each algorithm (N=24) and measured using 3 randomness tests: (a) the serial correlation test, (b) the runs up test, and (c) the white noise test. A one-way balanced multivariate analysis of variance (MANOVA) was used to test 4 hypotheses: (a) omnibus, (b) contrast of unscaled vs. others, (c) contrast of scaled vs. others, and (d) contrast of fixed vs. others. The MANOVA assumptions of independence, normality, and homogeneity were satisfied. In sum, the seeding algorithms did not differ significantly from each other (omnibus hypothesis). For the contrast hypotheses, only the fixed-leap algorithm differed significantly from all other algorithms. Surprisingly, the scaled random-leap offered the least difference among the algorithms (theoretically this algorithm should have produced the second largest difference). Although not fully supported by the research design used in this study, it is thought that the unscaled random-leap algorithm is the best choice for independently seeding the multiplicative congruential random number generator. Accordingly, suggestions for f.
Download or read book Graphical Analysis of Some Pseudo Random Number Generators written by Peter A. Lewis and published by . This book was released on 1986 with total page 21 pages. Available in PDF, EPUB and Kindle. Book excerpt: There exist today many 'good' pseudo-random number generators; the problem is to retrieve them. This document discusses three commonly used pseudo-random number generators, the first being RANDU, a notoriously bad generator, but one which is still occasionally used. The next is the widely used prime modulus, multiplicative congruential generator used in LL-RANDOMII, the Naval Postgraduate School random number package, and the last is the random number generator provided for microcomputers with the DOS operating system. This latter pseudo-random number generator is completely defective. Simple graphical methods for initial screening of pseudo-random number generators are given, and the problems which arise with bad pseudo-random number generators are detailed with graphics. Finally, recent work on obtaining even better pseudo-random number generators is discussed.
Download or read book Abstracts of BESRL Research Publications written by Emma E. Brown and published by . This book was released on 1968 with total page 68 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Monthly Catalogue United States Public Documents written by and published by . This book was released on 1970 with total page 1730 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Random Signal Analysis in Engineering Systems written by John Komo and published by Elsevier. This book was released on 1987-01-01 with total page 317 pages. Available in PDF, EPUB and Kindle. Book excerpt: Random Signal Analysis in Engineering Systems
Download or read book Encyclopedia of Computer Science and Technology written by Allen Kent and published by CRC Press. This book was released on 1995-02-14 with total page 402 pages. Available in PDF, EPUB and Kindle. Book excerpt: Compiler Construction to Visualization and Quantification of Vortex Dominated Flows.
Download or read book Encyclopedia of Microcomputers written by Allen Kent and published by CRC Press. This book was released on 1995-05-26 with total page 430 pages. Available in PDF, EPUB and Kindle. Book excerpt: Socio-organizational Aspects of Expert Systems to Storage and Retrieval: Signature File Access
Download or read book Simulation Methodology for Statisticians Operations Analysts and Engineers 1988 written by P. W. A. Lewis and published by CRC Press. This book was released on 2017-11-22 with total page 568 pages. Available in PDF, EPUB and Kindle. Book excerpt: Students of statistics, operations research, and engineering will be informed of simulation methodology for problems in both mathematical statistics and systems simulation. This discussion presents many of the necessary statistical and graphical techniques. A discussion of statistical methods based on graphical techniques and exploratory data is among the highlights of Simulation Methodology for Statisticians, Operations Analysts, and Engineers. For students who only have a minimal background in statistics and probability theory, the first five chapters provide an introduction to simulation.
Download or read book Numerical Methods of Statistics written by John F. Monahan and published by Cambridge University Press. This book was released on 2011-04-18 with total page 465 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book explains how computer software is designed to perform the tasks required for sophisticated statistical analysis. For statisticians, it examines the nitty-gritty computational problems behind statistical methods. For mathematicians and computer scientists, it looks at the application of mathematical tools to statistical problems. The first half of the book offers a basic background in numerical analysis that emphasizes issues important to statisticians. The next several chapters cover a broad array of statistical tools, such as maximum likelihood and nonlinear regression. The author also treats the application of numerical tools; numerical integration and random number generation are explained in a unified manner reflecting complementary views of Monte Carlo methods. Each chapter contains exercises that range from simple questions to research problems. Most of the examples are accompanied by demonstration and source code available from the author's website. New in this second edition are demonstrations coded in R, as well as new sections on linear programming and the Nelder–Mead search algorithm.
Download or read book Simulation and Optimization written by Georg Pflug and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 175 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains selected papers presented at the "International Workshop on Computationally Intensive Methods in Simulation and Op th th timization" held from 23 to 25 August 1990 at the International Institute for Applied Systems Analysis (nASA) in La~enburg, Austria. The purpose of this workshop was to evaluate and to compare recently developed methods dealing with optimization in uncertain environments. It is one of the nASA's activities to study optimal decisions for uncertain systems and to make the result usable in economic, financial, ecological and resource planning. Over 40 participants from 12 different countries contributed to the success of the workshop, 12 papers were selected for this volume. Prof. A. Kurzhanskii Chairman of the Systems and Decision Sciences Program nASA Preface Optimization in an random environment has become an important branch of Applied Mathematics and Operations Research. It deals with optimal de cisions when only incomplete information of t.he future is available. Consider the following example: you have to make the decision about the amount of production although the future demand is unknown. If the size of the de mand can be described by a probability distribution, the problem is called a stochastic optimization problem.
Download or read book Computer Science and Statistics Proceedings of the 13th Symposium on the Interface written by W. F. Eddy and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 375 pages. Available in PDF, EPUB and Kindle. Book excerpt: The 13th Symposium on the Interface continued this series after a one year pause. The objective of these symposia is to provide a forum for the interchange of ideas of common concern to computer scientists and statisticians. The sessions of the 13th Symposium were held in the Pittsburgh Hilton Hotel, Gateway Center, Pittsburgh. Following established custom the 13th Symposium had organized workshops on various topics of interest to participants. The workshop format allowed the invited speakers to present their material variously as formal talks, tutorial sessions and open discussion. The Symposium schedule was also the customary one. Registration opened in late afternoon of March 11, 1981 and continued during the opening mixer held that evening: The formal opening of the Symposium was on the morning of March 12. The opening remarks were followed by Bradley Efron's address "Statistical Theory and the Computer." The rest of the daily schedule was three concurrent workshops in the morning and three in the afternoon with contributed poster sessions during the noon break. Additionally there were several commercial displays and guided tours of Carnegie-Mellon University's Computer Center, Computer Science research facilities, and Robotics Institute.
Download or read book Reliability Assessment of Electric Power Systems Using Monte Carlo Methods written by Billinton and published by Springer Science & Business Media. This book was released on 2013-06-29 with total page 361 pages. Available in PDF, EPUB and Kindle. Book excerpt: The application of quantitative reliability evaluation in electric power sys tems has now evolved to the point at which most utilities use these techniques in one or more areas of their planning, design, and operation. Most of the techniques in use are based on analytical models and resulting analytical evaluation procedures. Improvements in and availability of high-speed digi tal computers have created the opportunity to analyze many of these prob lems using stochastic simulation methods and over the last decade there has been increased interest in and use made of Monte Carlo simulation in quantitative power system reliability assessment. Monte Carlo simulation is not a new concept and recorded applications have existed for at least 50 yr. However, localized high-speed computers with large-capacity storage have made Monte Carlo simulation an available and sometimes preferable option for many power system reliability applications. Monte Carlo simulation is also an integral part of a modern undergrad uate or graduate course on reliability evaluation of general engineering systems or specialized areas such as electric power systems. It is hoped that this textbook will help formalize the many existing applications of Monte Carlo simulation and assist in their integration in teaching programs. This book presents the basic concepts associated with Monte Carlo simulation.
