擬似乱数生成法の考察 : 乗算型合同式法のパラメタ選択と検定

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概要

• 論文の詳細を見る

• Various methods of pseudo-random number generation have been proposed, discussed and criticized considerably since 1950. However, it can be said that method of generation has not been yet established, because of lack of finite pseudo-random sequence and detailed description of its struture. Concerning congruential method which, I think, has been most widely used, some of its properties have been disclosed recently. The purpose of this paper is to show a procedure of choosing the suitable parameters of this congruential method. This procedure is based on such properties as hyper-plane structure and correlation coefficients over the entire period, taking account of programming advantage. Also, the value of the parameters chosen through this procedure and results of statistical tests of generated sequence are given.

• 1976-09-15

著者

• 栗田 良春

  計量研究所

• 栗田 良春

  計量研究所第2部

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• 擬似乱数生成法の考察 : 乗算型合同式法のパラメタ選択と検定

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