Empirical Testing of Multiplicative Congruential Generators with Modulus 2 to the 31st Poser -1.
NORTH CAROLINA UNIV AT CHAPEL HILL
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This paper presents the results of emprically testing 8 alternative multipliers for a multiplicative congruential generator with modulus 2 to the 31st power -1. The LLRANDOM random number package uses one of the multipliers, the simulation programming language SIMSCRIPT II uses a second and the remaining six are the best of 50 candidate multipliers studied by Hoaglin 1976 using the theoretical spectral and lattice tests. The battery of tests fail to detect any departures from randomness for 3 of the multipliers, even at a 0.20 significance level. This group includes the multiplier that SIMSCRIPT II employs. However, another of the 3 superior performers, 397204094, requires only 78 percent of the computing time that the SIMSCRIPT II multiplier does and is the second most efficient computationally of all 8 multipliers. Author
- Statistics and Probability
- Computer Programming and Software
- Computer Hardware