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This paper discusses the testing of methods for generating uniform mlml)crs in a computer--the commonly used multiplicative and mixed congruential generators as well ks two new methods. Tests proposed here are more stringent than those usually applied, because ~he usual tests for randomness have passed severa:l of the commonly used procedures which subsequently gave poor results in actual Monte Carlo calculations. The princi-pal difl!eulty seems to be that certain simple functions of n-tuples of uniform random mlmbers do not have the distribution that probability theory predicts.
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MacLaren et al. (Fri,) studied this question.
synapsesocial.com/papers/6a0f4c8434fbf15957ed18bb — DOI: https://doi.org/10.1145/321250.321257
M. Donald MacLaren
George Marsaglia
Florida State University
Journal of the ACM
Boeing (United States)
Behavioral Tech Research, Inc.
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