Random Number Generators
Statistical and Numerical Computing
Published Online: 15 SEP 2006
Copyright © 2002 John Wiley & Sons, Ltd
Encyclopedia of Environmetrics
How to Cite
Mccullough, B. 2006. Random Number Generators. Encyclopedia of Environmetrics. 5.
- Published Online: 15 SEP 2006
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.