UNIFORM RANDOM NUMBER GENERATORS
BOEING SCIENTIFIC RESEARCH LABS SEATTLE WA
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This paper discusses the testing of methods for generating uniform numbers in a computer--the commonly used multiplicative and mixed congruential generators as well as two methods. Tests proposed here are more stringent than those usually applied, because the usual tests for randomness have passed several of the commonly used pprocedures which subsequently gave poor results in actual Monte Carlo calculations. The principal difficulty seems to be that certain simple functions of n-tuples of uniform random numbers do not have the distribution that probability theory predicts. Two alternative generating methods are described, one of them using a table of uniform numbers, the other one combining two congruential generators. Both of these methods passed the tests, whereas the conventional multiplicative and mixed congruential methods did not.
- Computer Hardware