• 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