The general mixture method for the computer generation of random variables from a source of (pseudo) uniform (0,1) random numbers is reviewed. It is shown that several of the general tools commonly ...

The purpose of the Institute of Mathematical Statistics (IMS) is to foster the development and dissemination of the theory and applications of statistics and probability. The Institute was formed at a ...

Generating a random number might seem like an easy task, but it can be surprisingly difficult — especially if the probability distribution from which the number is drawn is complex. This is often the ...

According to this post on the official V8 Javascript blog, the pseudo-random number generator (PRNG) that V8 Javascript uses in Math.random() is horribly flawed and getting replaced with something a ...