random numbers

Character occurrence in passwords

June 16, 2011 | csgillespie

As everyone knows, it seems that Sony is taking a bit of a battering from hackers.  Thanks to Sony, numerous account and password details are now circulating on the internet. Recently, Troy Hunt carried out a brief analysis of the password structure. Here is a summary of his post: There ... [Read more...]

Random variable generation (Pt 3 of 3)

January 12, 2011 | csgillespie

Ratio-of-uniforms This post is based on chapter 1.4.3 of Advanced Markov Chain Monte Carlo.  Previous posts on this book can be found via the  AMCMC tag. The ratio-of-uniforms was initially developed by Kinderman and Monahan (1977) and can be used for generating random numbers from many standard distributions. Essentially we transform the ... [Read more...]

Random variable generation (Pt 2 of 3)

December 2, 2010 | csgillespie

Acceptance-rejection methods This post is based on chapter 1.4 of Advanced Markov Chain Monte Carlo. Another method of generating random variates from distributions is to use acceptance-rejection methods. Basically to generate a random number from , we generate a RN from an envelope distribution , where .  The acceptance-rejection algorithm is as follows: Repeat ... [Read more...]

Random variable generation (Pt 1 of 3)

November 28, 2010 | csgillespie

As I mentioned in a recent post, I’ve just received a copy of Advanced Markov Chain Monte Carlo Methods. Chapter 1.4 in the book (very quickly) covers random variable generation. Inverse CDF Method A standard algorithm for generating random numbers is the inverse cdf method. The continuous version of the ... [Read more...]

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