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Random Number Generators

Statistical and Numerical Computing

  1. B.D. Mccullough

Published Online: 15 SEP 2006

DOI: 10.1002/9780470057339.var009

Encyclopedia of Environmetrics

Encyclopedia of Environmetrics

How to Cite

Mccullough, B. 2006. Random Number Generators. Encyclopedia of Environmetrics. 5.

Author Information

  1. Drexel University, PA, USA

Publication History

  1. Published Online: 15 SEP 2006

Abstract

Random number generators (RNGs) serve many important uses in statistics: bootstrapping, Monte-Carlo, simulation, and numerical integration of distribution functions are just a few examples. In most applications the random numbers are generated from an algorithm and so are technically called quasi- or pseudo-random numbers, because such numbers are not random at all, but deterministic. However, what matters in applications is that the numbers appear to be random. Therefore, as long as the pseudo-random numbers appear to be random, the fact that they are calculated deterministically is largely irrelevant.