BS ISO 28640:2010
Current
The latest, up-to-date edition.
Random variate generation methods
Hardcopy , PDF
English
30-06-2010
Foreword
Introduction
1 Scope
2 Normative references
3 Terms and definitions
4 Symbols and mathematical binary operations
5 Uniformly distributed pseudo-random numbers
6 Generation of random numbers from various
distributions
Annex A (informative) - Table of physical random numbers
Annex B (informative) - Algorithm for pseudo-random
number generation
Bibliography
Describes methods for generating uniform and non-uniform random variates for Monte Carlo simulation purposes.
| Committee |
MS/6
|
| DevelopmentNote |
Supersedes 08/30157012 DC. (07/2010)
|
| DocumentType |
Standard
|
| Pages |
66
|
| PublisherName |
British Standards Institution
|
| Status |
Current
|
| Supersedes |
This International Standard specifies methods for generating uniform and non-uniform random variates for Monte Carlo simulation purposes. Cryptographic random number generation methods are not included. This International Standard is applicable, inter alia, by
-
researchers, industrial engineers or experts in operations management, who use statistical simulation,
-
statisticians who need randomization related to SQC methods, statistical design of experiments or sample surveys,
-
applied mathematicians who plan complex optimization procedures that require the use of Monte Carlo methods, and
-
software engineers who implement algorithms for random variate generation.
| Standards | Relationship |
| ISO 28640:2010 | Identical |
| ISO/IEC 2382-1:1993 | Information technology — Vocabulary — Part 1: Fundamental terms |
| ISO 3534-2:2006 | Statistics — Vocabulary and symbols — Part 2: Applied statistics |
| ISO 80000-2:2009 | Quantities and units — Part 2: Mathematical signs and symbols to be used in the natural sciences and technology |
| ISO/IEC 9899:2011 | Information technology — Programming languages — C |
| ISO 3534-1:2006 | Statistics — Vocabulary and symbols — Part 1: General statistical terms and terms used in probability |
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