Symmetry property of multiplicative congruential random number generator in chi-square test

DOI10.1080/00207169508804367zbMath0856.65004OpenAlexW2156783776MaRDI QIDQ4847162

Chiang Kao, Huey-Chin Tang

Publication date: 24 February 1997

Published in: International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207169508804367

zbMATH Keywords

chi-square statisticsrandom number generator

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

Related Items (5)

Implementing a multiple recursive generator with mersenne prime modulus ⋮ Lower bounds in spectral tests for vectors of nonsuccessive values produced by multiple recursive generator with some zero multipliers ⋮ On goodness-of-fit tests for multiple recursive random number generators ⋮ The revised recursive reduction for efficiently generating random numbers ⋮ Upper bounds in spectral test for multiple recursive random number generators with missing terms

Cites Work

• Parallelization of random number generators and long-range correlations
• A remark on long-range correlations in multiplicative pseudo random number generators
• An Exhaustive Analysis of Multiplicative Congruential Random Number Generators with Modulus $2^{31} - 1$

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