Generating Random Numbers

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Abstract

To perform a Monte Carlo approximation, we have to generate random variables (rv.) on a computer according to a given df. F. In this chapter, we will discuss some commonly used procedures and their application under R. Since most of the widely used distributions are implemented in R, random variables according to these distributions can easily be generated directly in R through the corresponding built-in R functions. In the first section of this chapter, we will give a brief overview on those distributions which are implemented in the R stats package.

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Correspondence to Gerhard Dikta .

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Dikta, G., Scheer, M. (2021). Generating Random Numbers. In: Bootstrap Methods. Springer, Cham. https://doi.org/10.1007/978-3-030-73480-0_2

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