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CST-501 Simulation (Period 7) : Presented by Daw Ank Phyu Win Associate Professor

This document discusses random number generation using congruential methods. It begins by explaining the purpose of random numbers and introduces the RAND() function. It then discusses characteristics of random numbers and three congruential methods - additive, multiplicative, and mixed. Examples are provided to illustrate generating random integer sequences using the mixed congruential method and converting those integers to uniform random numbers. Homework problems at the end ask students to generate additional random number sequences using the mixed method.

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33 views9 pages

CST-501 Simulation (Period 7) : Presented by Daw Ank Phyu Win Associate Professor

This document discusses random number generation using congruential methods. It begins by explaining the purpose of random numbers and introduces the RAND() function. It then discusses characteristics of random numbers and three congruential methods - additive, multiplicative, and mixed. Examples are provided to illustrate generating random integer sequences using the mixed congruential method and converting those integers to uniform random numbers. Homework problems at the end ask students to generate additional random number sequences using the mixed method.

Uploaded by

Win Myo
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PPTX, PDF, TXT or read online on Scribd
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CST-501

Simulation (Period 7)

Presented by

Daw Ank Phyu Win

Associate Professor
Generation of Random Numbers

• to obtain random observations from probability distributions

• to use the RAND() function for generating random numbers


Characteristics of Random Numbers
• The probability density function of this uniform distribution
Congruential Methods for Random Number Generation

• the congruential methods (additive, multiplicative, and mixed)

• to suppose that m = 8, a = 5, c = 7, and x0 = 4.


Illustration of congruential method
Converting random integer numbers to uniform random numbers
Problem 22.3-1
• to generate a sequence of 10 one-digit random integer numbers random numbers by the mixed
congruential method
• ≡ ( 3) (modulo 10) and 2

n ( 3) (modulo 10)
0 ( 3) (modulo 10) 5
1 ( 3) (modulo 10) 8
2 ( 3) (modulo 10) 1
Homework
3 ( 3) (modulo 10) 4
to generate a sequence of eight random integer
4 ( 3) (modulo 10) 7
numbers between 0 and 7 such that ≡ (5 1) (modulo
5 ( 3) (modulo 10) 0
6 ( 3) (modulo 10) 3 8) and 1
7 ( 3) (modulo 10) 6 to generate a sequence of five two-digit random
8 ( 3) (modulo 10) 9 integer numbers such that ≡ (61 27) (modulo 100)
9 ( 3) (modulo 10) 2 and 10
Problem 22.3-2
• to convert uniform random numbers from problem 22.3-1

Random Integer Uniform Random


Number Number
5 = 0.55
8 = 0.85
1 = 0.15
4 = 0.45
7 = 0.75 Homework (refer problem 22.3-1)
0 = 0.05 to generate a sequence of eight uniform random
3 = 0.35 numbers between 0 and 7
6 = 0.65
to generate a sequence of five uniform random
9 = 0.95
numbers
2 = 0.25
Problem 22.3-6

• x0 =1, xn+1 ≡ 7xn (modulo 13) for n = 0, 1, 2, . . . .

• for n =1, 2, . . . , 12

• x1 = 7x0 (modulo 13) = 7

• x2 = 7x1 (modulo 13) = 10

• x3 = 7x2 (modulo 13) = 5

• x4 = 7x3 (modulo 13) = 9

• x5 = 11, x6 = 12, x7 = 6, x8 = 3, x9 = 8, x10 = 4, x11 = 2, x12 = 1

• appears only once in each integer

• x13, x14, ….. will repeat x1 to x12 with cycle length 12


Homework

To use the mixed congruential method


Problem 22.3-3
• to generate a sequence of five two-digit random integer numbers
• xn+1 ≡ (41xn + 33) (modulo 100) and x0 = 48.

Problem 22.3-4.
• to generate a sequence of three three-digit random integer numbers
• xn+1 ≡ (201xn + 503) (modulo 1,000) and x0 = 485.

Problem 22.3-5.
• to generate a sequence of five random integer numbers between 0 and 31
• xn+1 ≡ (13xn + 15) (modulo 32) and x0 =14.
•to convert these random integer numbers to uniform random numbers as closely as possible.

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