Relay-Version: version B 2.10 5/3/83; site utzoo.UUCP Posting-Version: version B 2.10.2 9/18/84; site uwstat.UUCP Path: utzoo!watmath!clyde!burl!ulysses!unc!mcnc!decvax!genrad!teddy!panda!talcott!harvard!seismo!uwvax!uwstat!bates From: bates@uwstat.UUCP Newsgroups: net.math.stat Subject: Re: Need tests for random number generators Message-ID: <220@uwstat.UUCP> Date: Wed, 9-Jan-85 08:00:30 EST Article-I.D.: uwstat.220 Posted: Wed Jan 9 08:00:30 1985 Date-Received: Sat, 12-Jan-85 02:48:04 EST References: <553@oddjob.UChicago.UUCP> <467@ecsvax.UUCP> Organization: U of Wisconsin Statistics Lines: 19 Another reference on random number generators and testing of them is "Statistical Computing" by Kennedy and Gentle published by Marcel Dekker. There are also more recent articles by Marsaglia which I could look up if you were really interested. A common problem with Monte Carlo runs, though, is the choice of seed rather than the quality of the random number generator. The designers of random number generators go to a great deal of trouble to get non-repeating sequences of 2^30 or longer but methods of choosing seeds usually only give you 10000 different seeds or so. One easy fix for this is to store the state of the random number generator between program runs and pick up on the same sequence at the next run. This is the method used in the S statistical system. -- Doug Bates @ wisconsin ARPA: bates@wisc-stat.arpa bates@uwisc (if you have the old host table) UUCP: ...!{allegra,heurikon,ihnp4,seismo,sfwin,ucbvax,uwm-evax}!uwvax!bates