GENERIRANJE NAKLJUČNIH SPREMENLJIVK

Ančev, Aneta

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Title:	GENERIRANJE NAKLJUČNIH SPREMENLJIVK
Authors:	ID Ančev, Aneta (Author) ID Benkovič, Dominik (Mentor) More about this mentor...
Files:	UNI_Ancev_Aneta_2011.pdf (432,18 KB) MD5: B385063528237C5B149FC4F956B28932 PID: 20.500.12556/dkum/57160441-9423-4aa7-a6a4-6b97f336977b
Language:	Slovenian
Work type:	Undergraduate thesis
Organization:	FNM - Faculty of Natural Sciences and Mathematics
Abstract:	Diplomsko delo obravnava generiranje naključnih spremenljivk. V uvodnem poglavju so naštete definicije in porazdelitve iz teorije verjetnosti, ki jih potrebujemo v nadaljevanju diplomskega dela. Predstavljeno je generiranje psevdo-naključnih števil, ki je osnova za generiranje naključnih spremenljivk. Psevdo-naključna števila so vrednosti enakomerno porazdeljene naključne spremenljivke na intervalu (0,1). Metode generiranja so obravnavne ločeno glede na to ali je spremenljivka diskretno ali zvezno porazdeljena. Spoznamo metodo inverzne transformacije. Navedena sta tudi algoritma za generiranje binomsko porazdeljene naključne spremenljivke in spremenljivke porazdeljene po Poissonovem zakonu. Predstavljena je tudi metoda zavrnitve. V nadaljevanju sta predstavljeni že navedeni metodi za generiranje zveznih naključnih spremenljivk in tudi polarna metoda za generiranje normalno porazdeljenih naključnih spremenljivk. Na koncu obravnavamo še generiranje Poissonovega procesa.
Keywords:	naključna spremenljivka, naključno število, metoda inverzne transformacije, metoda zavrnitve, polarna metoda, Poissonov proces
Place of publishing:	Maribor
Publisher:	[A. Ančev]
Year of publishing:	2011
PID:	20.500.12556/DKUM-21052
UDC:	51(043.2)
COBISS.SI-ID:	18753800
NUK URN:	URN:SI:UM:DK:NAY2XXCN
Publication date in DKUM:	10.11.2011
Views:	3063
Downloads:	247
Metadata:
Categories:	FNM
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Secondary language

Language:	English
Title:	GENERATING RANDOM VARIABLES
Abstract:	The graduation thesis focuses on generating random variables. In the introduction chapter we introduce some definitions and imporant distributions of probability theory which are needed in the following chapters of the graduation thesis. Generating of pseudo-random numbers is described, which are the base for generating random variables. A pseudo-random number is the value of a uniformly distributed random variable on the interval (0,1). The generating methods are described separately, according to the variable, which can be distributed discete or continuous. We also get familiar with the inverse transform method. The algorithm for generating binomically distributed random variables as well as the variables distributed according to the Poisson law is introduced. In addition, the rejection method is also presented. The following chapters descibe the methods of generating continuous random variables and also the polar method for generating normal random variables. Finally, generating of the Poisson process is discussed.
Keywords:	random variable, random number, the inverse transform method, the rejection method, the polar method, Poisson process

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