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Title

Evaluating Pseudo-Random Number Generators
Author

R. Bowman
Journal / Anthology

Computers & Graphics
Year: 1995
Volume: 19
Issue: 2
Page range: 315-324
Description

The graphing and computational capabilities of Mathematica provide a quick and visual route to evaluating various characteristics of pseudo-random number generators. This paper is a tutorial on using some simple statistical and graphical techniques for studying the output of such generators. In addition, a simple congruential generator with modulus pi, whose output is shown to be reasonably uniform and independent (according to the tests described here), is introduced.
Subject

*Mathematics > Probability and Statistics