An Empirical Comparison of Random Number Generators: Period, Structure, Correlation, Density, and Efficiency
Description:
Random number generators (RNGs) are widely used in conducting Monte Carlo simulation studies, which are important in the field of statistics for comparing power, mean differences, or distribution shapes between statistical approaches. Statistical results, however, may differ when different random number generators are used. Often older methods have been blindly used with no understanding of their limitations. Many random functions supplied with computers today have been found to be comparativel…
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Date:
August 1995
Creator:
Bang, Jung Woong