Accession Number:

ADA046149

Title:

Empirical Testing of Multiplicative Congruential Generators with Modulus 2 to the 31st Poser -1.

Descriptive Note:

Technical rept.,

Corporate Author:

NORTH CAROLINA UNIV AT CHAPEL HILL

Personal Author(s):

Report Date:

1977-10-01

Pagination or Media Count:

20.0

Abstract:

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

Subject Categories:

  • Statistics and Probability
  • Computer Programming and Software
  • Computer Hardware

Distribution Statement:

APPROVED FOR PUBLIC RELEASE