Pseudo-random numbers are widely used in Operations Research and applied mathema tics. With the growth in power of computers and languages, there is some tendency to use lower-significant bits within the pseudo- random number. Theoretical and empirical tests have not been sufficient to assess the randomness of these low-order bits. We show here for two generators that the low- order bits can be empirically tested, after first undertaking a bit-level transformation of the numbers.
Get full access to this article
View all access options for this article.
References
1.
Bratley, P., B.L. Fox, and L.E. Schrage, 1983, A Guide to Simulation, Springer-Verlag, Inc., New York.
2.
DeArmon, J.S. , 1990, "Improving Random Number Generators on Micro-Computers," Computers and Operations Research , 17, 283-295, Pergamon Press, New York.
3.
Knuth, D.E., 1981, The Art of Computer Programming, Volume 2: Seminumerical Algorithms, Addison-Wesley Publishing Co., Inc., U.S.A.
4.
L'Ecuyer, P., 1988, "Efficient and Portable Combined Random Number Generators ," Communications of the ACM, 31, 742-774.