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A Random-Bit Generator for use in Simulating the Reliability of a Coherent System

Published online by Cambridge University Press:  27 July 2009

David A. Butler
David A. Butler
Affiliation:
Department of StatisticsOregon State University Corvalils, OR 97331-4606
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Abstract

Consider the problem of simulating w independent Bernoulli random variables X1 X2, …, Xw, so that {Xk = 1 = zk}, using a computer with a w–bit word length. A conventional method would be to generate w pseudorandom numbers uniform in [0,1], then “threshold” them with the values zk. This paper proposes an alternative method that only requires c pseudorandom numbers, where c is large enough so that the numbers zk are approximated satisfactorily with c bits. In many cases, c ≪ w and so fewer pseudorandom numbers are required. The new method is tested against the conventional method by employing both in simulations to estimate the reliabilities of several coherent systems. The results show that the new method is much faster.

Type
Articles
Information
Probability in the Engineering and Informational Sciences , Volume 3 , Issue 1 , January 1989 , pp. 141 - 147
Copyright
Copyright © Cambridge University Press 1989

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