Article ID: | iaor20082797 |
Country: | United Kingdom |
Volume: | 1 |
Issue: | 2 |
Start Page Number: | 131 |
End Page Number: | 135 |
Publication Date: | May 2007 |
Journal: | Journal of Simulation |
Authors: | Davies R., Brooks R.J. |
The use of common random numbers is a method of variance reduction usually implemented by allocating different but repeatable random number streams to different distributions in a simulation. Linear or multiplicative congruential generators with linearly related seeds for the streams are commonly used. We show that there is a simple mathematical relationship between the