Several extensively tested random number generators

Kao Chiang, J. Y. Wong

研究成果: Article同行評審

5 引文 斯高帕斯(Scopus)

摘要

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.

原文English
頁(從 - 到)1035-1039
頁數5
期刊Computers and Operations Research
21
發行號9
DOIs
出版狀態Published - 1994 十一月

All Science Journal Classification (ASJC) codes

  • 電腦科學(全部)
  • 建模與模擬
  • 管理科學與經營研究

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