Title :
A New Approach to Machine Generation of Random Variables With Any Distribution
Author :
Jeswani, P.T. ; Sikdar, S.
Author_Institution :
Rochester Products Division of General Motors Corporation; 1000 Lexington Avenue; Rochester, NY 14603 USA.
fDate :
4/1/1978 12:00:00 AM
Abstract :
A general procedure for generating a random variable with any distribution is presented. The basis of the procedure is that an event can be expressed as an outcome of two mutually exclusive events. The advantage of this procedure is illustrated with an example. The procedure has been used in Monte Carlo simulation studies of complex manufacturing and testing systems.
Keywords :
Analytical models; Computational modeling; Distributed computing; Geometry; H infinity control; Random number generation; Random variables; Reliability theory; System testing; Virtual manufacturing; Pseudo random numbers; Random number generation; Simulation;
Journal_Title :
Reliability, IEEE Transactions on
DOI :
10.1109/TR.1978.5220240
