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344:"Deviate: the value of a random variable measured from some standard point of location, usually the mean. It is often understood that the value is expressed in standard measure, i.e., as a proportion of the parent standard deviation." Y. Dodge (Ed.)
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of values that the variable can take on. In that context, those values are also known as random variates or random deviates, and this represents a wider meaning than just that associated with
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is subtle and is not always made in the literature. It is useful when one wants to distinguish between a random variable itself with an associated
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on the one hand, and random draws from that probability distribution on the other, in particular when those draws are ultimately derived by
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Procedures to generate random variates corresponding to a given distribution are known as procedures for
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representations instead. Most computers lack a source of true randomness (like certain
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from computer procedures designed to create random variates corresponding to a
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was found. You can help implement the merge by following the instructions at
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is the difference of a random variate with respect to the distribution
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Then a random variate generation algorithm is any program that halts
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Computers have access to a source of random variates that are
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For the generation of non-uniform random variates, see
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346:The Oxford Dictionary of Statistical Terms
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369:"Non-Uniform Random Variate Generation"
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302:Random number generation
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69:October 2022
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360:Luc Devroye
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332:References
207:Definition
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