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Properties of Selected Random Number Generators

As mentioned previously, the underlying PDF for the generation of random numbers is the uniform distribution, meaning that the probability for finding a number x in the interval [0,1] is p(x)=1 .

A random number generator should produce numbers which are uniformly distributed in this interval. The table shows the distribution of N=10000 random numbers generated by the functions in the program library. We note in this table that the number of points in the various intervals 0.0-0.1 , 0.1-0.2 etc are fairly close to 1000 , with some minor deviations.

Two additional measures are the standard deviation \sigma and the mean \mu=\langle x\rangle .