Reading and Computing

We will briefly review methods for and issues in generating uniform pseudo-random numbers. Monahan discusses these issues in Section 10.5. We will then look at methods of generating random variables from other distributions. Monahan discusses this in Chapter 11. You should also read Chapter 6 in Givens and Hoeting through 6.2.3.

You should look at the facilities R provides for generating variates from standard distributions (rnorm, rgamma, etc.). Also look at the control provided by RNGkind over the underlying method for generating uniform pseudo-random numbers.