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Generating good pseudo-random numbers

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  • Wichmann, B.A.
  • Hill, I.D.

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  • Wichmann, B.A. & Hill, I.D., 2006. "Generating good pseudo-random numbers," Computational Statistics & Data Analysis, Elsevier, vol. 51(3), pages 1614-1622, December.
    • Handle: RePEc:eee:csdana:v:51:y:2006:i:3:p:1614-1622
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    File URL: http://www.sciencedirect.com/science/article/pii/S0167-9473(06)00183-6
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    References listed on IDEAS

    as
    1. B. D. McCullough, 2006. "A review of TESTU01," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(5), pages 677-682.
    2. McCullough, B.D. & Wilson, Berry, 2005. "On the accuracy of statistical procedures in Microsoft Excel 2003," Computational Statistics & Data Analysis, Elsevier, vol. 49(4), pages 1244-1252, June.
    3. L'Ecuyer, Pierre & Andres, Terry H., 1997. "A random number generator based on the combination of four LCGs," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 44(1), pages 99-107.
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    Cited by:

    1. McCullough, B.D., 2008. "Microsoft Excel's 'Not The Wichmann-Hill' random number generators," Computational Statistics & Data Analysis, Elsevier, vol. 52(10), pages 4587-4593, June.
    2. Krzysztof Tomczyk, 2020. "Monte Carlo-Based Procedure for Determining the Maximum Energy at the Output of Accelerometers," Energies, MDPI, vol. 13(7), pages 1-13, March.
    3. Massimo Gangi & Giulio E. Cantarella & Antonino Vitetta, 2019. "Solving stochastic frequency-based assignment to transit networks with pre-trip/en-route path choice," EURO Journal on Transportation and Logistics, Springer;EURO - The Association of European Operational Research Societies, vol. 8(5), pages 661-681, December.
    4. Cheng, Ching-Wei & Hung, Ying-Chao & Balakrishnan, Narayanaswamy, 2014. "Generating beta random numbers and Dirichlet random vectors in R: The package rBeta2009," Computational Statistics & Data Analysis, Elsevier, vol. 71(C), pages 1011-1020.
    5. P. Luizi & F. Cruz & J. Graaf, 2010. "Assessing the Quality of Pseudo-Random Number Generators," Computational Economics, Springer;Society for Computational Economics, vol. 36(1), pages 57-67, June.
    6. repec:jss:jstsof:34:i04 is not listed on IDEAS

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