Generating Pseudorandom Numbers From Various Distributions Using C

摘要

This report documents a set of functions, written in C++, that can be used to generate pseudorandom numbers that have either uniform or normal distributions and pseudorandom integers that have either uniform or Poisson distributions. An implementation of the Mersenne twister algorithm, developed by Matsumoto and Nishimura, is included. The output from the Mersenne twister is used to generate the various distributions through the use of assorted transformation algorithms.