UNIFORM RANDOM NUMBER GENERATORS FOR 32-BIT COMPUTERS

Authors
  1. Lamb, D.J.
Corporate Authors
Operational Research and Analysis Establishment, Ottawa ONT (CAN) Directorate of Mathematics and Statistics
Abstract
The purpose of this paper is to present the results of a study of suitable multipliers for use in the multiplicative linear congruential method for generating uniformly distributed pseudo-random numbers on 32-bit computers. The results of several statistical tests are presented and it is shown that no one multiplier satisfies all tests. However, some multipliers are clearly superior to others and these may be used with but slight reservations.
Report Number
DMOR-STAFFNOTE-83/11 —
Date of publication
15 Dec 1983
Number of Pages
54
DSTKIM No
84-02851
CANDIS No
91934
Format(s):
Microfiche filmed at DSIS;Originator's fiche received by DSIS;Hardcopy

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