Random variate generation methods
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Reference:
ISO 28640:2010
Publication Year:
2010
ISO 28640:2010 specifies methods for generating uniform and non-uniform random variates for Monte Carlo simulation purposes. Cryptographic random number generation methods are not included. ISO 28640:2010 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.
112 000 F CFA