Random Number Generation

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a = 16,807 c = 0 m = 2,147,483, 647 X 0 = 123,457

description

Random Number Generation. Linear Congruential Method X 0 , a, m and c are given Random integer: X i+1 =(a X i + c) mod m Random number: R i = X i+1 /m. Example: I n excel g enerate 100 random number with given p arameters. - PowerPoint PPT Presentation

Transcript of Random Number Generation

a = 16,807

c = 0

m = 2,147,483,647

X0 = 123,457

Random Number Generation

• Linear Congruential Method

X0, a, m and c are given• Random integer:

Xi+1=(a Xi + c) mod m• Random number:

Ri= Xi+1/m

Example: In excel

generate 100 random

number with given

parameters

a = 16,807

c = 0

m = 231-1

X0 = 123,457