UNIFORM RANDOM NUMBER GENERATORS

Abstract

This paper discusses the testing of methods for generating uniform numbers in a computer--the commonly used multiplicative and mixed congruential generators as well as two methods. Tests proposed here are more stringent than those usually applied, because the usual tests for randomness have passed several of the commonly used pprocedures which subsequently gave poor results in actual Monte Carlo calculations. The principal difficulty seems to be that certain simple functions of n-tuples of uniform random numbers do not have the distribution that probability theory predicts. Two alternative generating methods are described, one of them using a table of uniform numbers, the other one combining two congruential generators. Both of these methods passed the tests, whereas the conventional multiplicative and mixed congruential methods did not.

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Document Details

Document Type
Technical Report
Publication Date
Apr 01, 1964
Accession Number
AD0602671

Entities

People

  • George Marsaglia
  • M. D. Maclaren

Organizations

  • Boeing

Tags

DTIC Thesaurus Topics

  • Best Practices
  • Computer Programming
  • Computers
  • Core Storage
  • Distribution Functions
  • Generators
  • Information Science
  • Intervals
  • Mathematics
  • Order Statistics
  • Probability
  • Random Number Generators
  • Random Variables
  • Scientific Research
  • Sequences
  • Statistics

Fields of Study

  • Mathematics

Readers

  • Applied Combinatorial Optimization and Logic Circuit Design.
  • Computational Modeling and Simulation
  • Mathematical Modeling and Probability Theory.