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Assessing the Quality of Pseudo-Random Number Generators

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  • P. Luizi
  • F. Cruz
  • J. Graaf

Abstract

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Suggested Citation

  • P. Luizi & F. Cruz & J. Graaf, 2010. "Assessing the Quality of Pseudo-Random Number Generators," Computational Economics, Springer;Society for Computational Economics, vol. 36(1), pages 57-67, June.
    • Handle: RePEc:kap:compec:v:36:y:2010:i:1:p:57-67
    DOI: 10.1007/s10614-010-9210-6
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    References listed on IDEAS

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    1. Neil Marks, 2007. "Kolmogorov-Smirnov Test Statistic and Critical Values for the Erlang-3 and Erlang-4 Distributions," Journal of Applied Statistics, Taylor & Francis Journals, vol. 34(8), pages 899-906.
    2. Eduardo Lima & Benjamin Tabak, 2009. "Tests of Random Walk: A Comparison of Bootstrap Approaches," Computational Economics, Springer;Society for Computational Economics, vol. 34(4), pages 365-382, November.
    3. Cees Diks & Cars Hommes & Valentyn Panchenko & Roy Weide, 2008. "E&F Chaos: A User Friendly Software Package for Nonlinear Economic Dynamics," Computational Economics, Springer;Society for Computational Economics, vol. 32(1), pages 221-244, September.
    4. Michael Maschek, 2010. "Intelligent Mutation Rate Control in an Economic Application of Genetic Algorithms," Computational Economics, Springer;Society for Computational Economics, vol. 35(1), pages 25-49, January.
    5. Dag Kolsrud, 2008. "Stochastic Ceteris Paribus Simulations," Computational Economics, Springer;Society for Computational Economics, vol. 31(1), pages 21-43, February.
    6. Kundu, Debasis & Gupta, Rameshwar D., 2007. "A convenient way of generating gamma random variables using generalized exponential distribution," Computational Statistics & Data Analysis, Elsevier, vol. 51(6), pages 2796-2802, March.
    7. Steven Kimbrough & Frederic Murphy, 2009. "Learning to Collude Tacitly on Production Levels by Oligopolistic Agents," Computational Economics, Springer;Society for Computational Economics, vol. 33(1), pages 47-78, February.
    8. Wichmann, B.A. & Hill, I.D., 2006. "Generating good pseudo-random numbers," Computational Statistics & Data Analysis, Elsevier, vol. 51(3), pages 1614-1622, December.
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