DocumentCode
2167532
Title
Results from statistical analysis of popular pseudorandom number generators for simulation
Author
Labbé, Paul ; Bureau, Marie-josoe
Author_Institution
Concurrent Comput. & Networks Group, Defence Res. Establ. Valcartier, Courcelette, Que., Canada
fYear
1993
fDate
14-17 Sep 1993
Firstpage
131
Abstract
Assuming that the number of replicates r and the number of random numbers ni for each input variate sample are known to reach the required accuracy on simulation outputs, and that goodness-of-fit techniques test results are observed, we investigate possible interpretations of these results based on known bounds in probability and statistical analysis, and explore the relationship between input and output significance levels. Therefore, we focus on testing if each stream ni and the aggregated stream rni are good candidates under the null hypothesis to be samples from the parent variate distribution with alternatives unspecified. Finally, we discuss a possible heuristic for selecting statistically acceptable aggregated random number streams for input variates in simulation
Keywords
digital simulation; random number generation; statistical analysis; goodness-of-fit techniques; heuristic; hypothesis; pseudorandom number generators; replicates; statistical analysis; Analytical models; Exponential distribution; Probability; Random number generation; Random processes; Reproducibility of results; Robustness; Statistical analysis; Statistical distributions; Testing;
fLanguage
English
Publisher
ieee
Conference_Titel
Electrical and Computer Engineering, 1993. Canadian Conference on
Conference_Location
Vancouver, BC
Print_ISBN
0-7803-2416-1
Type
conf
DOI
10.1109/CCECE.1993.332218
Filename
332218
Link To Document