Convolution random number generator

<p>In <a href="/facts/Statistics/DNPsKGYU">statistics</a> and <a href="/facts/Computer_software/RP79lVSW">computer software</a>,  a convolution random number generator is a <a href="/facts/Pseudo-random_number_sampling/xIkyQJqu">pseudo-random number sampling</a> method that can be used to generate <a href="/facts/Random_variate/dTkjAeaj">random variates</a> from certain classes of <a href="/facts/Probability_distribution/EpsKKVRu">probability distribution</a>. The particular advantage of this type of approach is that it allows advantage to be taken of existing software for generating random variates from other, usually non-uniform, distributions. However, faster algorithms may be obtainable for the same distributions by other more complicated approaches.
</p><p>A number of distributions can be expressed in terms of the (possibly weighted) sum of two or more <a href="/facts/Random_variable/TwTBXnLT">random variables</a> from other distributions. (The distribution of the sum is the <a href="/facts/Convolution/PVPrdz9J">convolution</a> of the distributions of the individual random variables).
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Convolution random number generator open-in-new

Convolution random number generator