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 :
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