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Random Variable Generation
| Content Provider | Scilit |
|---|---|
| Author | Karian, Zaven A. Dudewicz, Edward J. |
| Copyright Year | 2020 |
| Description | In Chapter 3, we saw how to produce a sequence of random variables U$ _{1}$,$ _{U} _{2}$, U$ _{3}$,… that are independent and each of which has a uniform probability density function on the interval of real numbers (0,1), i.e., what is called a sequence of random numbers. (We also say that U$ _{1}$, U$ _{2}$, U$ _{3}$,… are uniform random variables or that they have a uniform distribution.) In this chapter we deal with the question of how to obtain random variables from nonuniform distributions. We need to do this because the random variables required to run a simulation (such as the interarrival times in Section 1.2, or service times, etc.) typically do not follow the uniform distribution. However, in this chapter we will see that from U$ _{1}$, U$ _{2}$, U$ _{3}$,… we can often obtain random variables with the nonuniform distributions we need. A simple example of this was given in the introduction to Chapter 3 where we obtained exponential random variables with mean 2 by letting X i = − 2 ln ( U i ) . Book Name: Modern Statistical, Systems, and GPSS Simulation |
| Related Links | https://content.taylorfrancis.com/books/download?dac=C2006-0-08440-7&isbn=9781003067993&doi=10.1201/9781003067993-4&format=pdf |
| Ending Page | 244 |
| Page Count | 94 |
| Starting Page | 151 |
| DOI | 10.1201/9781003067993-4 |
| Language | English |
| Publisher | Informa UK Limited |
| Publisher Date | 2020-09-10 |
| Access Restriction | Open |
| Subject Keyword | Book Name: Modern Statistical, Systems, and GPSS Simulation Transportation Introduction Interarrival |
| Content Type | Text |
