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Improving the statistical quality of random number generators by applying a simple ratio transformation

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  • Kolonko, Michael
  • Gu, Feng
  • Wu, Zijun

Abstract

It is well-known that the quality of random number generators can often be improved by combining several generators, e.g. by summing or subtracting their results. In this paper we investigate the ratio of two random number generators as an alternative approach: the smaller of two input random numbers is divided by the larger, resulting in a rational number from [0,1].

Suggested Citation

  • Kolonko, Michael & Gu, Feng & Wu, Zijun, 2019. "Improving the statistical quality of random number generators by applying a simple ratio transformation," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 157(C), pages 130-142.
    • Handle: RePEc:eee:matcom:v:157:y:2019:i:c:p:130-142
    DOI: 10.1016/j.matcom.2018.10.002
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    References listed on IDEAS

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    1. L’Ecuyer, Pierre & Munger, David & Oreshkin, Boris & Simard, Richard, 2017. "Random numbers for parallel computers: Requirements and methods, with emphasis on GPUs," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 135(C), pages 3-17.
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