Several extensively tested random number generators

Several extensively tested random number generators

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Article ID: iaor19951952
Country: United Kingdom
Volume: 21
Issue: 9
Start Page Number: 1035
End Page Number: 1039
Publication Date: Nov 1994
Journal: Computers and Operations Research
Authors: ,
Keywords: random number generators
Abstract:

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.

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