| Mixed Congruential Random Number Generators for Binary Machines |
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Journal of the ACM (JACM)
archive
Volume 11 , Issue 1 (January 1964)
table of contents
Pages: 31 - 40
Year of Publication: 1964
ISSN:0004-5411
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Authors
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T. E. Hull
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University of Toronto, Toronto, Ont., Canada and University of British Columbia, Vancouver, B.C., Canada
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A. R. Dobell
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University of British Columbia, Vancouver, B.C., Canada
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| Bibliometrics |
Downloads (6 Weeks): 5, Downloads (12 Months): 27, Citation Count: 12
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ABSTRACT
Random number generators of the mixed congruential type have recently been proposed. They appear to have some advantages over those of the multiplicative type, except that their statistical behavior is unsatisfactory in some cases. It is shown theoretically that a certain class of these mixed generators should be expected to fail statistical tests for randomness. Extensive testing confirms this hypothesis and makes possible a more precise definition of the unsatisfactory class. It is concluded that the advantages of mixed generators can be realized only in special circumstances. On machines with relatively short multiplication times the multiplicative generators are to be preferred.
REFERENCES
Note: OCR errors may be found in this Reference List extracted from the full text article. ACM has opted to expose the complete List rather than only correct and linked references.
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GOOD, 1. J. The serial test for sampling numbers and other tests for randomness. Proc. Camb. Phil. Soc. 49 (1953), 276-284.
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GOOD, I .J . On the serial test for random sequences. Ann. Math. Stat. 28 (1957), 262-264.
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GREENBEIGER, MARTIN. An a priori determination of serial correlation in computer generated random numbers. Math. Comp. 15 (1961), 383-389. See also: corrigenda, Math. Comp. 16 (1962), 126 and 406.
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HULL, W. E., AND DO,ELL, A.R. Random number generators. SIAM Rev. 4 (1962), 230-254.
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PEACH, PAUL. Bias in pseudo-random numbers. J. Am. Stat. Assoc. 56 (1961), 610-618.
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THOMSON, W. E. A modified congruence method of generating pseudo-random numbers. Comput. J. 1 (1958), 83 and 86.
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