Monday, July 20, 2015

True random numbers

Generating random numbers is probably impossible. The substitute is generating pseudorandom (see a video here) numbers according to some deterministic rule well explained, for instance, in Knuth, (1997).  But the doubt that pseudorandom numbers is not enough usually sticks with you. So where having real random number, if they exist ?
You can try hardware generated random numbers. One particular set of these random numbers generators come from Dirk EddelBuettel who actually uses Mads Haar work for bringing true random numbers to R. Dirk points also to a nice introduction to random number generator, Maads Haar (1999), and an R package called random.


Dirk Eddelbuettel, random: An R package for true random numbers, 2006

Mads Haar, Introduction to random numbers (see also here), 1999

Knuth D.E. The Art of Computer Programming, Volume 2: Seminumerical Algorithms, Third Edition. Addison-Wesley, 1997. ISBN 0-201-89684-2. Chapter 3. [Extensive coverage of statistical tests for non-randomness.]

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