Expressing the randomity of events – An analysis of random number generation with given distributions

Carl Zhou
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引用次数: 0

Abstract

In cases where it is necessary to generate random numbers that obey specific distributions, some of those distributions can be expressed as mathematical functions while others cannot. This is especially the case for epidemiological, medical, and pharmaceutical investigations, where more accurate methods, utilising actual distribution (from survey and experimental data) to generate random numbers may be required. In this study, three methods are analyzed to demonstrate simple computation examples. These methods include: inverse transform,acceptance-rejection, and Monte-Carlo simulations. Their applications are explored from a data analysis point of view. Additionally, this article discusses a flexible and practical approach of statistical measures optimization, which approximates the solution by fitting the statistical measures.
表达事件的随机性-给定分布下随机数生成的分析
在需要生成服从特定分布的随机数的情况下,其中一些分布可以表示为数学函数,而另一些则不能。对于流行病学、医学和药物调查尤其如此,在这些调查中可能需要更准确的方法,利用(来自调查和实验数据的)实际分布来产生随机数。本文分析了三种方法,并给出了简单的计算实例。这些方法包括:反变换、接受-拒绝和蒙特卡罗模拟。从数据分析的角度探讨了它们的应用。此外,本文还讨论了一种灵活实用的统计度量优化方法,该方法通过拟合统计度量来近似解决方案。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
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