Symmetry property of multiplicative congruential random number generator in chi-square test

Chiang Kao, Huey Chin Tang

Research output: Contribution to journalArticlepeer-review

5 Citations (Scopus)

Abstract

The k-term prime modulus multiplicative congruential generator: Rn =(a1 Rn-1 +. + ak Rn-k) mod m, is able to produce numbers (RNs) of full period mk–1 when the multipliers al,., ak are chosen properly. In testing uniformity, the full period of RNs is usually divided into segments to calculate the chi-square statistics of the segments and test subsequently whether these statistics conform to a chi-square distribution. A symmetry property is that if an even number of segments, say 2s, is divided, then the chi-square statistic calculated from the ith segment of the first s segments is the same as that of the ith segment of the last s segments. Based on this property, the computational effort usually needed in testing uniformity is reduced by half.

Original languageEnglish
Pages (from-to)113-118
Number of pages6
JournalInternational Journal of Computer Mathematics
Volume55
Issue number1-2
DOIs
Publication statusPublished - 1995 Jan 1

All Science Journal Classification (ASJC) codes

  • Computer Science Applications
  • Computational Theory and Mathematics
  • Applied Mathematics

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