Criteria for the Design of a Uniform Random Number Generator.
Abstract
The report discusses the problem of generating uniformly distributed random numbers on the computer. The class of linear congruential generators is explored, and a recently discovered defect inherent to these generators is described. Fourier analysis is applied to the output sequence of a linear congruential generator, resulting in the formulation of the spectral test, which is interpreted to measure the severity of the defect mentioned above. Implementation of the spectral test is described. A random number generator is presented in which two linear congruential generators are combined to yield an output sequence with better statistical properties than either single generator. A CDC 3800 Fortran computer program for the random number generator is included in the report. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Sep 09, 1971
- Accession Number
- AD0730713
Entities
People
- Laura C. Davis
Organizations
- United States Naval Research Laboratory