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BS ISO 28640:2010

Current
Current

The latest, up-to-date edition.

Random variate generation methods
Available format(s)

Hardcopy , PDF

Language(s)

English

Published date

06-30-2010

Foreword
Introduction
1 Scope
2 Normative references
3 Terms and definitions
4 Symbols and mathematical binary operations
5 Uniformly distributed pseudo-random numbers
6 Generation of random numbers from various
  distributions
Annex A (informative) - Table of physical random numbers
Annex B (informative) - Algorithm for pseudo-random
        number generation
Bibliography

Describes methods for generating uniform and non-uniform random variates for Monte Carlo simulation purposes.

This International Standard specifies methods for generating uniform and non-uniform random variates for Monte Carlo simulation purposes. Cryptographic random number generation methods are not included. This International Standard is applicable, inter alia, by

  • researchers, industrial engineers or experts in operations management, who use statistical simulation,

  • statisticians who need randomization related to SQC methods, statistical design of experiments or sample surveys,

  • applied mathematicians who plan complex optimization procedures that require the use of Monte Carlo methods, and

  • software engineers who implement algorithms for random variate generation.

Committee
SS/5
DevelopmentNote
Supersedes 08/30157012 DC. (07/2010)
DocumentType
Standard
Pages
66
PublisherName
British Standards Institution
Status
Current
Supersedes

Standards Relationship
ISO 28640:2010 Identical

ISO/IEC 2382-1:1993 Information technology Vocabulary Part 1: Fundamental terms
ISO 3534-2:2006 Statistics Vocabulary and symbols Part 2: Applied statistics
ISO 80000-2:2009 Quantities and units Part 2: Mathematical signs and symbols to be used in the natural sciences and technology
ISO/IEC 9899:2011 Information technology Programming languages C
ISO 3534-1:2006 Statistics — Vocabulary and symbols — Part 1: General statistical terms and terms used in probability

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