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Marie Poise (talk | contribs) It's a pseudo-random number sampling method |
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{{short description|Non-uniform number generator}}
In [[statistics]] and [[computer software]], a '''convolution random number generator''' is a [[pseudo-random number sampling]] method that can be used to generate [[random variate]]s from certain classes of [[probability distribution]]. The particular advantage of this type of approach is that it allows advantage to be taken of existing software for generating random variates from other, usually non-uniform, distributions. However, faster algorithms may be obtainable for the same distributions by other more complicated approaches.
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