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A Statistical Evaluation of Multiplicative Congruential Random Number Generators with Modulus 231— 1

 

作者: GeorgeS. Fishman,   LouisR. Moore,  

 

期刊: Journal of the American Statistical Association  (Taylor Available online 1982)
卷期: Volume 77, issue 377  

页码: 129-136

 

ISSN:0162-1459

 

年代: 1982

 

DOI:10.1080/01621459.1982.10477775

 

出版商: Taylor & Francis Group

 

关键词: Random number generation;Congruential generator;Lattice test;Spectral test;Runs test

 

数据来源: Taylor

 

摘要:

This article presents the results of empirically testing 16 alternative multipliers for a multiplicative congruential random number generator with modulus 231— 1. Two of the multipliers are in common use, six are the best of 50 candidate multipliers according to the theoretical spectral and lattice tests, and eight are the worst, with regard to 2-tuples, among the 50. The test results raise serious doubts about several of the multipliers, including one in common use. The tests were also applied to a well-known theoretically poor generator, RANDU, and gave strong empirical evidence of its inadequacy. Since comparison of the results of the First eight multipliers with those for the eight worst multipliers failed to show any apparent gross differences, one may want to relax the currently employed stringent criteria for acceptable performance on the lattice and spectral tests.

 

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