Lecture 12: Monte Carlo Integration (48)

Do computers have built-in RNGs for uniforms from 0 to 1? How good are they/I wonder how they work.


I think they do - I think this is something that I've used in Data100.


Yes there are built-in RNGs, but commonly they are used for generating integers with dimension 32 bits. I think there is a problem generating a random value for a continuous variable, because there is no 1-to-1 relationship between finite integers and infinite real numbers between 0 and 1, so there must be some values that we can never generate and the distribution is not uniform.


Well if we're only aiming to approximate the uniformity, then it's not very necessary. It's hard to imagine a scenario where we aim for "perfect" uniformity and what its use cases compared to existing solutions.

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