Evaluating Pseudo-Random Number Generators -- from Wolfram Library Archive

Title

Evaluating Pseudo-Random Number Generators

Author

R. Bowman

Journal / Anthology

Computers & Graphics

Year:

1995

Volume:

Issue:

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

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