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An n-Dimensional Uniform Random Number Generator Suitable for IBM-Compatible Microcomputers

Author

Listed:
  • James H. Macomber

    (School of Business Administration, University of Tennessee at Chattanooga, Chattanooga, Tennessee 37403)

  • Charles S. White

    (School of Business Administration, University of Tennessee at Chattanooga, Chattanooga, Tennessee 37403)

Abstract

The uniform random number generator is the basic building block used in computer-based Monte Carlo and simulation studies. Mixed congruential random number generators, such as those intrinsic to MS-DOS or PC-DOS BASIC, have a number of shortcomings that make them unsuitable in multidimensional studies. A random number generator that overcomes these shortcomings is the generalized feedback shift register generator, an algorithm well documented for mainframe use. It can be used in a microcomputer environment and implemented in BASIC.

Suggested Citation

  • James H. Macomber & Charles S. White, 1990. "An n-Dimensional Uniform Random Number Generator Suitable for IBM-Compatible Microcomputers," Interfaces, INFORMS, vol. 20(3), pages 49-59, June.
    • Handle: RePEc:inm:orinte:v:20:y:1990:i:3:p:49-59
    DOI: 10.1287/inte.20.3.49
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