BS ISO 28640:2010

Random variate generation methods. | Status: Current, Under review

1 Scope 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.