Simulation and Modelling - Old Questions

6.  Define random numbers and describe why the random numbers generated by computer called pseudo random numbers?

- Random numbers are samples drawn from a uniformly distributed random variable between some satisfied intervals, they have equal probability of occurrence.

- A number chosen from some specified distribution randomly such that selection of large set of these numbers reproduces the underlying distribution is called random number.

In computer random numbers are derived from a known starting point and is typically repeated over and over using some known methods (algorithms) to produce a sequence of numbers. The sequence of numbers are not completely random as the set of random numbers can be replicated because of use of some known method. So, the random numbers generated by computer called pseudo random numbers.

Every new number is generated from the previous ones by an algorithm. This means that the new value is fully determined by the previous ones. But, depending on the algorithm, they often have properties making them very suitable for simulations.

When generating pseudo-random numbers, certain problems or errors can occur. Some examples include the following:

1. The generated numbers might not be uniformly distributed.
2. The generated numbers might be discrete valued instead of continuous valued.
3. The mean of the generated numbers might be too high or too low.
4. The variance of the generated numbers might be too high or too low.
5. There might be presence of correlation between the generated numbers.