BS ISO 28640:2010

Foreword
Introduction
1 Scope
2 Normative references
3 Terms and definitions
4 Symbols and mathematical binary operations
5 Uniformly distributed pseudo-random numbers
6 Generation of random numbers from various
  distributions
Annex A (informative) - Table of physical random numbers
Annex B (informative) - Algorithm for pseudo-random
        number generation
Bibliography

Describes methods for generating uniform and non-uniform random variates for Monte Carlo simulation purposes.

This International Standard specifies methods for generating uniform and non-uniform random variates for Monte Carlo simulation purposes. Cryptographic random number generation methods are not included. This International Standard is applicable, inter alia, by

• researchers, industrial engineers or experts in operations management, who use statistical simulation,

• statisticians who need randomization related to SQC methods, statistical design of experiments or sample surveys,

• applied mathematicians who plan complex optimization procedures that require the use of Monte Carlo methods, and

• software engineers who implement algorithms for random variate generation.