"mescaline" <ap*****@columbia.edu> wrote in message

news:e5**************************@posting.google.c om...

hi,

i'm new to C++

could anyone refer me to a good site / good examples of random

numbers?

Check out for example the boost library.

in particular including:

1) the commnds to obtain normally and exponenetially distributed r

numbers

There are no such commands available. The "only" thing available is a random

generator which delivers (more or less) uniform numbers but this is enough.

2) how the above types of random numbers are generated from uniform

rvs

To obtain a normal distribution check out the Box Mueller formula and for

exponential distributed numbers you can easily use the transformation

method.

i need to generate random numbers, normal and exponenetial, and then

use them in a Monte Carlo simulation to obtain their mean and

variance.

So any Monte Carlo code direction would also be appreciated.

I crudely know how to do this (because i've done it matlab) but I am

aiming to be professional in C++ and would like to do the above

generation in a sophisiticated way.

You could go ahead implementing a base class like a CRandomKernel which

includes a good random generator for a uniform distribution. This base class

might also implement for example a rejection method or other sampling

algorithms and for a specialized distribution you might derive and supply

your specialized PDF or you could solve it providing function pointers.

HTH

Chris