Article ID: | iaor2007477 |
Country: | United States |
Volume: | 16 |
Issue: | 1 |
Start Page Number: | 68 |
End Page Number: | 72 |
Publication Date: | Dec 2004 |
Journal: | INFORMS Journal On Computing |
Authors: | Willemain Thomas R., Bennett Mihoko V. |
Keywords: | random number generators |
We introduce the filtered nearest neighbor method for generating low-discrepancy random-number sequences. Simulations show that these sequences have lower discrepancy than either pseudo random or quasi random numbers when used to generate small samples (