Simulation: Pseudorandom number generation

Introduction

What this guide covers

Introduction Computational Statistics · Stochastic Modeling

Overview

Topics covered

• Introduction
• Numerical Simulation: Generation of Variables and Pseudorandom Numbers
• Theoretical Foundations and Introduction to Randomness
• True Randomness vs. Pseudorandomness
• The Universal Independent Uniform Hypothesis
• Linear and multiplicative congruent generators

Related concepts

Main connections

• Calculus & differentiation
• Linear algebra & matrices
• Conditional probability & independence
• Residual analysis & diagnostics
• Permutation & exact tests
• Normal (Gaussian) distribution

Compatible notation

Mathematical sample in LaTeX

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