random number generation
DESCRIPTION
Random Number Generation. Linear Congruential Method X 0 , a, m and c are given Random integer: X i+1 =(a X i + c) mod m Random number: R i = X i+1 /m. Example: I n excel g enerate 100 random number with given p arameters. - PowerPoint PPT PresentationTRANSCRIPT
Random Number Generation
• Linear Congruential Method
X0, a, m and c are given• Random integer:
Xi+1=(a Xi + c) mod m• Random number:
Ri= Xi+1/m
Example: In excel
generate 100 random
number with given
parameters
a = 16,807
c = 0
m = 231-1
X0 = 123,457