28-06-2013, 03:35 PM
Generating Random Variates
Generating Random.pptx (Size: 544.01 KB / Downloads: 16)
In our last set of lectures we learned about the process of generating a random number on the range (0-1).
In this week’s lectures we will learn about how we can turn a random number into a random variate.
The phrase “generating a random variate” refers to the process of obtaining an observation of a random variable from a desired distribution.
For example, let’s say we are simulating an arrival process with an exponential distribution (λ = 1). Using the techniques of chapter 7, we generate the random number 0.6. How do we turn these two pieces of information into a simulated inter-arrival time?