Random Number Generator

Here is a C++ program which generates random numbers for a user-selected distribution.

monte_carlo_random.cpp
monte_carlo_random.exe

The distribution options are:
1. Uniform
2. Normal
3. Rayleigh
4. Weibull
5. Gumbel
6. Binomial

The random numbers can then be used in a Monte Carlo analysis.

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Here is a Matlab version and its supporting function:

monte_carlo_random.m
plot_histogram_random.m

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– Tom Irvine

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