Accession Number:

AD0730713

Title:

Criteria for the Design of a Uniform Random Number Generator.

Descriptive Note:

Interim rept.,

Corporate Author:

NAVAL RESEARCH LAB WASHINGTON D C

Personal Author(s):

Report Date:

1971-09-09

Pagination or Media Count:

34.0

Abstract:

The report discusses the problem of generating uniformly distributed random numbers on the computer. The class of linear congruential generators is explored, and a recently discovered defect inherent to these generators is described. Fourier analysis is applied to the output sequence of a linear congruential generator, resulting in the formulation of the spectral test, which is interpreted to measure the severity of the defect mentioned above. Implementation of the spectral test is described. A random number generator is presented in which two linear congruential generators are combined to yield an output sequence with better statistical properties than either single generator. A CDC 3800 Fortran computer program for the random number generator is included in the report. Author

Subject Categories:

  • Statistics and Probability
  • Computer Programming and Software

Distribution Statement:

APPROVED FOR PUBLIC RELEASE