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Toward a universal random number generator

Author

Listed:
  • Marsaglia, George
  • Zaman, Arif
  • Wan Tsang, Wai

Abstract

This article describes an approach towards a random number generator that passes all of the stringent tests for randomness we have put to it, and that is able to produce exactly the same sequence of uniform random variables in a wide variety of computers, including TRS80, Apple, Macintosh, Commodore, Kaypro, IBM PC, AT, PC and AT clones, Sun, Vax, IBM , 3090, Amdahl, CDC Cyber and even 205 and ETA supercomputers.

Suggested Citation

  • Marsaglia, George & Zaman, Arif & Wan Tsang, Wai, 1990. "Toward a universal random number generator," Statistics & Probability Letters, Elsevier, vol. 9(1), pages 35-39, January.
    • Handle: RePEc:eee:stapro:v:9:y:1990:i:1:p:35-39
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    Citations

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    Cited by:

    1. Wu, Shu-Fei & Chen, Hubert J., 2000. "Two-stage multiple comparisons with the average for normal distributions under heteroscedasticity," Computational Statistics & Data Analysis, Elsevier, vol. 33(2), pages 201-213, April.
    2. Wojdyła, Tomasz & Kimmel, Marek & Bobrowski, Adam, 2011. "Time to the MRCA of a sample in a Wright–Fisher model with variable population size," Theoretical Population Biology, Elsevier, vol. 80(4), pages 265-271.
    3. Marsaglia, George & Tsang, Wai Wan, 2004. "The 64-bit universal RNG," Statistics & Probability Letters, Elsevier, vol. 66(2), pages 183-187, January.
    4. Park, Taesung & Davis, Charles S. & Li, Ning, 1998. "Alternative Gee estimation procedures for discrete longitudinal data," Computational Statistics & Data Analysis, Elsevier, vol. 28(3), pages 243-256, September.
    5. Boynton, David M., 2003. "Superstitious responding and frequency matching in the positive bias and gambler's fallacy effects," Organizational Behavior and Human Decision Processes, Elsevier, vol. 91(2), pages 119-127, July.
    6. Wu, Shu-Fei & Chen, Hubert J., 1998. "Multiple comparison procedures with the average for exponential location parameters," Computational Statistics & Data Analysis, Elsevier, vol. 26(4), pages 461-484, February.

    More about this item

    Keywords

    Random number generator;

    Statistics

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