Lahore University of Management Sciences Lahore University of Management Sciences

Generating Random Numbers with Non-Uniform Distributions

April 24, 2012

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SBASSE Faculty Seminar Series

Generating Random Numbers with Non-Uniform Distributions

Speaker: Dr. Arif Zaman
Faculty, Computer Science & Mathematics


Date: Tuesday, April 24, 2012
Time: 3:15 pm
Venue: Smart Room, SBASSE, LUMS   


About the Seminar

There is a large amount of literature on how to generate independent random bits with 50% zeros and ones. Once we have access to a good source of random bits, we can put together 32 or 64 of them to get random integers, and from there we can get floating point uniform randoms between zero and one. How do we go from these primitives to exponential, beta, binomial, and much more esoteric distributions? The best answers to these questions are surprisingly efficient.
 


Upcoming Seminar

May 8 | Mumtaz Ali Sheikh, Physics