2017年5月9日 星期二

Random Generator

Random number generation and Simulation

google play link

A lot of real world measurements are first study by collecting samples. When we identify the distribution they belong to, we can simulate the data with random number generated from that known distribution.

This tool allows you to configure the parameters of a selected distribution. Click the triggering icon to generate the data and display the histogram. By repeating the generating runs, we can get a better visual feel of the variation of sampling from the same distribution as if you collect real life sample measurements. This process is the well known Monte Carlo Simulation.

Discrete Distribution

  1. Uniform
  2. Typical toss of coin, rolling dice, roulette are of this distribution.
    Method used - java util's internal library. 

  1. Binomial
  2. Dichotomous outcome
    Method used - compare with sum of logarithms

  1. Poisson
  2. Counts
    Method used - Inverse transform sampling for lamda < 50, else use normal
    approximation

Continuous Distribution

  1. Normal
  2. A lot of measurement like weight, height, temperature, pressure especially sample mean.
    Method used - accept or reject on logarithms

  1. Exponential
  2. Arrival time, service turn around time.
    Method used - logarithms transformation

  1. Logistic
  2. Growth model
    Method used - logarithms of the reciprocal conjugate

  1. Laplacian 
  2. Also known as Double Exponential like difference on time
    Method used - subtracting two independent exponential

  1. Cauchy
  2. Earthquake and the like
    Method used - tangent of angle
There is a menu icon to toggle the auto update of the generating seed. There are cases you want to be able to reproduce the result from a starting seed.

There is a menu icon to allow you to send generated data to another app.

The final icon is to display this document

Have fun

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