Review Questions for Random Number Generators and Monte Carlo Method

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