| | SLO | ENG | Cookies and privacy

Bigger font | Smaller font

Show document

Title:GENERIRANJE NAKLJUČNIH SPREMENLJIVK
Authors:Ančev, Aneta (Author)
Benkovič, Dominik (Mentor) More about this mentor... New window
Files:.pdf UNI_Ancev_Aneta_2011.pdf (432,18 KB)
 
Language:Slovenian
Work type:Undergraduate thesis (m5)
Organization:FNM - Faculty of Natural Sciences and Mathematics
Abstract:Diplomsko delo obravnava generiranje naključnih spremenljivk. V uvodnem poglavju so naštete definicije in porazdelitve iz teorije verjetnosti, ki jih potrebujemo v nadaljevanju diplomskega dela. Predstavljeno je generiranje psevdo-naključnih števil, ki je osnova za generiranje naključnih spremenljivk. Psevdo-naključna števila so vrednosti enakomerno porazdeljene naključne spremenljivke na intervalu (0,1). Metode generiranja so obravnavne ločeno glede na to ali je spremenljivka diskretno ali zvezno porazdeljena. Spoznamo metodo inverzne transformacije. Navedena sta tudi algoritma za generiranje binomsko porazdeljene naključne spremenljivke in spremenljivke porazdeljene po Poissonovem zakonu. Predstavljena je tudi metoda zavrnitve. V nadaljevanju sta predstavljeni že navedeni metodi za generiranje zveznih naključnih spremenljivk in tudi polarna metoda za generiranje normalno porazdeljenih naključnih spremenljivk. Na koncu obravnavamo še generiranje Poissonovega procesa.
Keywords:naključna spremenljivka, naključno število, metoda inverzne transformacije, metoda zavrnitve, polarna metoda, Poissonov proces
Year of publishing:2011
Publisher:[A. Ančev]
Source:Maribor
UDC:51(043.2)
COBISS_ID:18753800 Link is opened in a new window
NUK URN:URN:SI:UM:DK:NAY2XXCN
Views:1887
Downloads:155
Metadata:XML RDF-CHPDL DC-XML DC-RDF
Categories:FNM
:
  
Average score:(0 votes)
Your score:Voting is allowed only for logged in users.
Share:AddThis
AddThis uses cookies that require your consent. Edit consent...

Hover the mouse pointer over a document title to show the abstract or click on the title to get all document metadata.

Secondary language

Language:English
Title:GENERATING RANDOM VARIABLES
Abstract:The graduation thesis focuses on generating random variables. In the introduction chapter we introduce some definitions and imporant distributions of probability theory which are needed in the following chapters of the graduation thesis. Generating of pseudo-random numbers is described, which are the base for generating random variables. A pseudo-random number is the value of a uniformly distributed random variable on the interval (0,1). The generating methods are described separately, according to the variable, which can be distributed discete or continuous. We also get familiar with the inverse transform method. The algorithm for generating binomically distributed random variables as well as the variables distributed according to the Poisson law is introduced. In addition, the rejection method is also presented. The following chapters descibe the methods of generating continuous random variables and also the polar method for generating normal random variables. Finally, generating of the Poisson process is discussed.
Keywords:random variable, random number, the inverse transform method, the rejection method, the polar method, Poisson process


Comments

Leave comment

You have to log in to leave a comment.

Comments (0)
0 - 0 / 0
 
There are no comments!

Back
Logos of partners University of Maribor University of Ljubljana University of Primorska University of Nova Gorica