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A comparison of the correlational behavior of random number generators for the IBM 360

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John RB WhittleseyAuthors Info & Claims

Communications of the ACM, Volume 11, Issue 9

Pages 641 - 644

https://doi.org/10.1145/364063.364095

Published: 01 September 1968 Publication History

Abstract

Hutchinson states that the “new” (prime modulo) multiplicative congruential pseudorandom generator, attributed to D.H. Lehmer, has passed the usual statistical tests for random number generators. It is here empirically shown that generators of this type can produce sequences whose autocorrelation functions up to lag 50 exhibit evidence of nonrandomness for many multiplicative constants. An alternative generator proposed by Tausworthe, which uses irreducible polynomials over the field of characteristic two, is shown to be free from this defect.

The applicability of these two generators to the IBM 360 is then discussed. Since computer word size can affect a generator's statistical behavior, the older mixed and simple congruential generators, although extensively tested on computers having 36 or more bits per word, may not be optimum generators for the IBM 360.

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Copyright © 1968 ACM.

Permission to make digital or hard copies of all or part of this work for personal or classroom use is granted without fee provided that copies are not made or distributed for profit or commercial advantage and that copies bear this notice and the full citation on the first page. Copyrights for components of this work owned by others than ACM must be honored. Abstracting with credit is permitted. To copy otherwise, or republish, to post on servers or to redistribute to lists, requires prior specific permission and/or a fee. Request permissions from [email protected]

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Association for Computing Machinery

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Publication History

Published: 01 September 1968

Published in CACM Volume 11, Issue 9

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Cited By

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https://doi.org/10.1214/22-SS136
Levine MRubin D(2014)MEASURING THE APPROPRIATENESS OF MULTIPLE‐CHOICE TEST SCORES1,2ETS Research Bulletin Series10.1002/j.2333-8504.1976.tb01117.x1976:2Online publication date: 8-Aug-2014
https://doi.org/10.1002/j.2333-8504.1976.tb01117.x
Boldt R(2014)COMPARISON OF A BAYESIAN AND A LEAST SQUARES METHOD OF EDUCATIONAL PREDICTION1ETS Research Bulletin Series10.1002/j.2333-8504.1975.tb01054.x1975:1Online publication date: 8-Aug-2014
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Marco G(2014)A COMPARISON OF SELECTED SCHOOL EFFECTIVENESS MEASURES BASED ON LONGITUDINAL DATA1ETS Research Bulletin Series10.1002/j.2333-8504.1973.tb00457.x1973:1Online publication date: 8-Aug-2014
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Ripley B(2008)ReferencesStochastic Simulation10.1002/9780470316726.refs(200-214)Online publication date: 27-May-2008
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Rubinstein R(2008)Random Number GenerationSimulation and the Monte Carlo Method10.1002/9780470316511.ch2(20-37)Online publication date: 27-May-2008
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Rudolph EHawkins D(2007)Random number generators in cyclic queuing applicationsJournal of Statistical Computation and Simulation10.1080/009496576088101395:1(65-71)Online publication date: 20-Mar-2007
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