Generation of Pseudorandom Numbers

Tema ovog rada jest generiranje pseudoslučajnih brojeva. Na početku rada predstavljamo slučajne i pseudoslučajne brojeve te generatore slučajnih i pseudoslučajnih brojeva kao i razlike medu njima. Prikaz algoritama počinjemo s Middle-square algoritmom te linearnim kongruentnim generatorom, a završavamo Mersenne Twister algoritmom. U nastavku objašnjavamo statističke testove koje koristimo za testiranje generatora pseudoslučajnih brojeva te provodimo testiranja. Zadnji dio rada bavi se problemom generiranja pseudoslučajnih brojeva iz proizvoljne distribucije. Sva programska podrška korištena u ovom radu isprogramirana je u R jeziku.Main subject of this paper is generating pseudorandom numbers. At the begining we present random and pseudorandom numbers, as well as random number generators and pseudorandom number generators. First pseudorandom number generator we meet is Middle-square algorithm, followed by Linear congruential generator and finally Mersenne Twister algorithm. Later we present statistical tests for testing randomness of pseudorandom number generators while conducting the tests themselves. The final chapter of this paper describes inverse transform method for generating pseudorandom numbers from arbitrary distributions. Algorithms and statistical tests are programmed in R languag