Article ID: | iaor19901145 |
Country: | United States |
Volume: | 20 |
Issue: | 3 |
Start Page Number: | 49 |
End Page Number: | 59 |
Publication Date: | May 1990 |
Journal: | Interfaces |
Authors: | Macomber James H., White Charles S. |
Keywords: | random number generators |
The uniform random number generator is the basic building block used in computer-based Monte Carlo and simulation studies. Mixed congruential random number generators, such as those intrinsic to MS-DOS or PC-DOS BASIC, have a number of shortcomings that make them unsuitable in multidimensional studies. A random number generator that overcomes these shortcomings is the generalized feedback shift register generator, an algorithm well documented for mainframe use. It can be used in a microcomputer environment and implemented in BASIC.