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ISO 28640 : 2010

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ISO 28640 : 2010

RANDOM VARIATE GENERATION METHODS

International Organization for Standardization

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Table of Contents

Foreword
Introduction
1 Scope
2 Normative references
3 Terms and definitions
4 Symbols and mathematical binary operations
5 Uniformly distributed pseudo-random numbers
6 Generation of random numbers from various distributions
Annex A (informative) - Table of physical random numbers
Annex B (informative) - Algorithm for pseudo-random number
        generation
Bibliography

Abstract

Describes methods for generating uniform and non-uniform random variates for Monte Carlo simulation purposes.

General Product Information

Document Type Standard
Status Current
Publisher International Organization for Standardization
Committee TC 69
Supersedes
  • ISO/DIS 28640 : 60.00 (2010)