Accession Number : ADA132851

Title :   An Efficient Generator of Uniformly Distributed Random Deviates between Zero and One.

Descriptive Note : Technical summary rept.,

Corporate Author : WISCONSIN UNIV-MADISON MATHEMATICS RESEARCH CENTER

Personal Author(s) : Thesen,Arne

PDF Url : ADA132851

Report Date : Aug 1983

Pagination or Media Count : 15

Abstract : The author shows that a uniformly distributed random deviate between zero and one can be constructed by combining two independent random variables: (1) a random exponent drawn from a geometric distribution, and, (2) a random mantissa drawn from a uniform distribution. Algorithms for generating these random variables are developed, and a Pascal procedure combining these into a computationally efficient random number generator for micro computers is presented. The resulting generator is computationally efficient as it uses no floating point arithmetic uses on the average only 3.5 random bytes to construct a four byte random deviate. Finally it is shown empirically that the generator has both an unusually long period and excellent statistical properties. (Author)

Descriptors :   *Random number generators, *Algorithms, *Microcomputers, Statistical analysis, Random variables, Computations, Efficiency, Byte functional modules, Floating point operation

Subject Categories : Statistics and Probability
      Computer Hardware

Distribution Statement : APPROVED FOR PUBLIC RELEASE