Standard Article

Uniform Random Numbers

  1. Lih-Yuan Deng

Published Online: 15 JUL 2005

DOI: 10.1002/0470011815.b2a15168

Encyclopedia of Biostatistics

Encyclopedia of Biostatistics

How to Cite

Deng, L.-Y. 2005. Uniform Random Numbers. Encyclopedia of Biostatistics. 8.

Author Information

  1. University of Memphis, Memphis, TN, USA

Publication History

  1. Published Online: 15 JUL 2005

Abstract

Pseudorandom numbers, uniformly distributed on the interval (0, 1), are widely used in the development of statistical methods when analytic methods become intractable. The following methods of generation are described: linear congruential, shift register, multiple recursive, matrix congruential, and combination generator. The merits of each are discussed.

Keywords:

  • linear congruential;
  • shift register;
  • multiple recursive;
  • matrix congruential;
  • combination generator;
  • Monte Carlo