Review Questions for Random Number Generators and Monte Carlo Method
- What is a pseudo-random number generator?
- What are properties of good random number generators?
- What are advantages/disadvantages of pseudorandom number generators in comparison to using truly random numbers?
- What is a linear congruential generator (LCG)?
- What is a seed for a random number generator?
- Do random number generators repeat? Are they reproducible?
- What are Monte Carlo methods and how are they used?
- For Monte Carlo, how does the error behave in relation to the number of sampling points?
- Given a computed value from Monte Carlo and a sampling error, what sampling error could you expect for a different number of samples?
- For a small example problem, use Monte Carlo to estimate the area of a certian domain.
- For a small example problem, use Monte Carlo to estimate the integral of a function.