Improving a Poor Random Number Generator

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Abstract

The BASIC interactive systems of both the IBM 360 under ITF and the PDP 11/45 under RSTS contain built-in random number functions whmh have the short period of 8192. Moreover, subsequences of every fourth and eighth number behave very nonrandomly. To improve these generators, we employ an algorithm which resembles the MacLaren-Marsaglia method, but which reqmres only one random number generator and less time. Not only is the period lengthened, but local nonrandomness subsides. The results indicate that in the absence of knowledge about some particular generator, our method can only be beneficial. Empirical and analytm results are given. © 1976, ACM. All rights reserved.

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Bays, C., & Durham, S. D. (1976). Improving a Poor Random Number Generator. ACM Transactions on Mathematical Software (TOMS), 2(1), 59–64. https://doi.org/10.1145/355666.355670

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