Accession Number : AD0720333

Title :   Generation and Testing of Pseudo-Random Numbers.

Descriptive Note : Technical rept.,

Corporate Author : STANFORD UNIV CALIF DEPT OF STATISTICS

Personal Author(s) : Strawderman,William E.

Report Date : 08 FEB 1971

Pagination or Media Count : 40

Abstract : The problem of artificially generating numbers which can be considered random is one of great importance in Monte Carlo simulation studies. The paper reviews some of the literature which has been produced on the subject of generating pseudo-random numbers. A new random number generator is proposed. The proposed method of random generation is a slight generalization of the mixed congruential method. Numbers are generated according to the recursion relation X sub (i+1) = a(X sub i) + b + Ci (mod m). Using number theoretic techniques, the author investigated the cycle lengths obtainable by this generator and showed that the parameters may be chosen so that the period of the new procedure is greater than that of the usual mixed congruential generator. The report also discusses the statistical properties of sequences generated via the new technique and shows they compare favorably with those of other standard techniques. (Author)

Descriptors :   (*RANDOM VARIABLES, SOURCES), MONTE CARLO METHOD, STATISTICAL TESTS, STATISTICAL DISTRIBUTIONS, SEQUENCES(MATHEMATICS), SIMULATION, ALGORITHMS, THEOREMS

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE