A Survey of Random Number Generator Theory.
NAVAL AIR DEVELOPMENT CENTER WARMINSTER PA SYSTEMS ANALYSIS AND ENGINEERING DEPT
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The merits and differences regarding several methods of generating random number sequences are analyzed. Moreover, the need for testing these sequences, ensuring that minimal criteria are satisfied, is established. Various statistical tests which provide this information are described and applied to three uniform and two normal generators. Results exhibit a distinct tendency of these generators to produce the desired sequences. However, the ultimate decision concerning the applicability of a generator to a particular problem is subjective, depending upon the users needs and interpretation of the problem itself. Author
- Statistics and Probability