NAG fl90 Library

Chapter 21: Random Number Generation - Examples

Module 21.2: nag_rand_contin - Random Numbers from Continuous Distributions
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Generation of repeatable and non-repeatable sequences of random numbers from a uniform distribution
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Example Data
Generation of a vector of random numbers from a multivariate Normal distribution
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Generation of real random numbers from a uniform distribution with end-points (a,b) or (0,1), using both scalar-valued and array-valued function calls
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Generation of real random numbers from a negative exponential distribution with known parameter, using both scalar-valued and array-valued function calls
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Generation of real random numbers from a beta distribution with known parameters, using both scalar-valued and array-valued function calls
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Generation of real random numbers from a gamma distribution with known parameters, using both scalar-valued and array-valued function calls
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Generation of real random numbers from a Normal distribution with known parameters using both Brent and Box-Muller methods, and scalar-valued function calls
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Generation of real random numbers from a Normal distribution with known parameters, using both Brent and Box-Muller methods, and array-valued function calls


Chapter 21 Contents
Release 4 Table of Contents
© The Numerical Algorithms Group Ltd, Oxford, UK. 2003