Ranking of the Best Random Number Generators via Entropy-Uniformity Theory

DOI10.1080/01966324.1996.10737411zbMath0886.65001OpenAlexW2094957643MaRDI QIDQ4353734

Laura T. Bernhofen, Edward J. Dudewicz, Janos Levendovszky, Edward C. van der Meulen

Publication date: 6 May 1998

Published in: American Journal of Mathematical and Management Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01966324.1996.10737411

zbMATH Keywords

simulationMonte Carloranking and selectionbest random number generatorentropy-uniformityTESTRAND tests

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10) Statistical ranking and selection procedures (62F07) Software, source code, etc. for problems pertaining to numerical analysis (65-04)

Cites Work

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• Complete statistical ranking of populations, with tables and applications
• Normalizing transformations and bootstrap confidence intervals
• Statistics and Truth
• Entropy-Based Random Number Evaluation
• One-line random number generators and their use in combinations

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