![]() But even this approach runs into insuperable practical difficulties because strictly speaking it requires us to produce infinitely many random numbers and make infinitely many statistical tests on them to ensure fully that they meet the postulates. ![]() ![]() In fact, as we shall go on to describe, they are not usually produced in this way however, this should not affect the person who has to use them, since the question he should be asking is not ‘Where did these numbers come from ?’ but ‘Are these numbers correctly distributed?’, and this question is answered by statistical tests on the numbers themselves. The values that we substitute are called random numbers, on the grounds that they could well have been produced by chance by a suitable random process. The essential feature common to all Monte Carlo computations is that at some point we have to substitute for a random variable a corresponding set of actual values, having the statistical properties of the random variable. ![]()
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