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

Chiang Kao, Huey Chin Tang

研究成果: Article同行評審

5 引文 斯高帕斯(Scopus)

摘要

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.

原文English
頁(從 - 到)113-118
頁數6
期刊International Journal of Computer Mathematics
55
發行號1-2
DOIs
出版狀態Published - 1995 一月 1

All Science Journal Classification (ASJC) codes

  • 電腦科學應用
  • 計算機理論與數學
  • 應用數學

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