摘要
在连续型随机数的产生的机理中,真随机数一般用伪随机数来代替.利用一般的算法(如平方取中法、线性同余法和组合法)来产生均匀分布的随机数,同时也介绍了常见分布随机数产生的一些方法,如复合抽样法、逆变换法、筛选抽样法.然后主要探讨了线性同余法的理论原理.通过均匀随机数产生其他分布的随机数,并讨论各个算法的优缺点.在R软件中实现了均匀分布随机数的产生,产生随机数的合理性也可以通过检验验证.
In the producing mechanism of continuous random number, true random number is generally replaced by pseu- do random number. By using general algorithm （e.g. in the square, linear congruence and group legal）, uniformly distribut- ed random numbers are generated. Some methods for the common distribution random number are introduced, such as the composite sampling, inverse transformation method and screening sampling method. The theory of linear congruence method principle is mainly discussed. Through uniform random number, other distribution random numbers are produced, and the advantages and disadvantages of each algorithm are discussed. The generation of uniformly distributed random number is realized in R software, and the rationality of the generated random number can be tested.
出处
《宜宾学院学报》
2016年第6期68-72,77,共6页
Journal of Yibin University
关键词
伪随机数
产生机理
统计学分析
逆变换法
pseudo random number
producing mechanism
statistical analysis
inverse transformation method
