Advances and Applications in Statistics
Volume 4, Issue 2, Pages 155 - 166
(August 2004)
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ON THE COMBINATIONS OF RANDOM NUMBER GENERATORS AND EMPIRICAL TESTS
Tae Soo Kim (South Korea), Joung Nam Lee (South Korea) and Jong Hyouk Kim (South Korea)
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Abstract: The Linear
Congruential Generator (LCG), Inversive
Congruential Generator (ICG), and Explicit
Inversive Congruential Generator (EICG) have
been discussed in stochastic simulation. For
the long period and excellent statistical
properties, the methods of the combination of
pseudo-random number generators are used in
this paper. Using empirical tests for
uniformity and independence, we compared the
results of combined LCG, ICG and EICG. |
Keywords and phrases: random number generator, uniformity, independence, tests of randomness. |
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