ISO 28640:2010 PDF

Name: ISO 28640:2010 — Random variate generation methods
SKU: ISO 28640:2010
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Random variate generation methods

Название (английский):

ISO 28640:2010

Random variate generation methods

Статус документа:: Действующий
Формат:: Электронный (PDF)
Количество страниц:: 59
Дата публикации:: 8 марта 2010 г.
Издание:: ISO IS 28640 edition 1 version 1
ICS:: 03.120.30

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Описание (английский):

ISO 28640:2010 specifies methods for generating uniform and non-uniform random variates for Monte Carlo simulation purposes. Cryptographic random number generation methods are not included. ISO 28640:2010 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.

Abstract

Похожие стандарты

Стандарты, упомянутые в описании

Overview

ISO 28640:2010, "Random variate generation methods", specifies algorithms and practical guidance for generating uniform and non-uniform random variates for Monte Carlo simulation and other statistical applications. The standard focuses on pseudo-random number generation (PRNG) methods and their use in simulation, experimental design and statistical quality control. Cryptographic random number generation methods are explicitly excluded.

Key topics

Uniform pseudo-random generators: definitions, seeding, and binary operations. Coverage includes M-sequence concepts (maximum-length linear feedback shift registers) and period properties (period = 2^p − 1).

Recommended algorithms: pentanomial GFSR (generalized feedback shift register), combined Tausworthe, Mersenne Twister. Annex B supplies program code (C and BASIC) and implementation examples; a linear congruential generator is included for information but is not recommended for complex simulations.

Non-uniform variate generation: methods and transformation techniques for common distributions:

Uniform, standard beta, triangular
Exponential (with location and scale)
Normal and multivariate normal
Gamma, Weibull, lognormal, logistic
Discrete distributions: binomial, Poisson, discrete uniform

Practical elements: symbols and binary operations (bitwise XOR, shifts), seed management, word-length considerations, and parameter tables (e.g., characteristic polynomials and parameter sets for maximal periods).

Physical random numbers: Annex A describes tables and methods of physical random number generation (informative).

Applications

ISO 28640:2010 is applicable to:

Researchers and industrial engineers using Monte Carlo simulation for risk analysis, reliability studies, and process modeling.

Statisticians working on statistical quality control (SQC), design of experiments, or sampling who require reliable randomization.

Applied mathematicians developing stochastic optimization and simulation-based algorithms.

Software engineers implementing PRNGs and random variate libraries in simulation and analysis software.

Practical benefits include reproducible simulation results, guidance on algorithm selection for long periods and good statistical properties, and ready-to-use reference implementations.

Related standards

Normative references incorporated by ISO 28640:

ISO/IEC 2382-1 - Information technology - Vocabulary - Fundamental terms

ISO 3534-1 - Statistics - Vocabulary and symbols - General statistical terms

ISO 3534-2 - Statistics - Vocabulary and symbols - Applied statistics

Keywords: ISO 28640:2010, random variate generation, pseudo-random number generator, Monte Carlo simulation, Mersenne Twister, Tausworthe, GFSR, uniform distribution, non-uniform distributions.

ISO 28640:2010 PDF

Abstract

Похожие стандарты

Overview

Key topics

Applications

Related standards

Технические детали

SIST ISO 28640:2010

Random variate generation methods

ISO/IEC 2382-17:1996

Information technology — Vocabulary — Part 17: Databases

SIST ISO 3534-1:2008

Statistics - Vocabulary and symbols - Part 1: General statistical terms and terms used in probability

BS ISO 3534-2:2006

Statistics. Vocabulary and symbols. Applied statistics.