Several extensively tested random number generators

Chiang Kao, J. Y. Wong

Research output: Contribution to journalArticle

5 Citations (Scopus)

Abstract

In searching for statistically sound multipliers for the prime modulus multiplicative congruential random number generator, both theoretical and empirical tests are conducted extensively over one hundred thousand primitive roots of the ten largest primes in 215. Sixty-two multipliers pass all the tests to possess good global and local statistical properties. It is worthwhile to note that the empirically tested multipliers recommended in some previous studies are not on this list. The conclusion is that both theoretical and empirical tests are mandatory to sieve out good multipliers.

Original languageEnglish
Pages (from-to)1035-1039
Number of pages5
JournalComputers and Operations Research
Volume21
Issue number9
DOIs
Publication statusPublished - 1994 Jan 1

All Science Journal Classification (ASJC) codes

  • Computer Science(all)
  • Modelling and Simulation
  • Management Science and Operations Research

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