パーソナルコンピュータによる乱数の発生と検定

概要

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This paper is concerned with the statistical properties of random variates generated by making use of multiplicative and mixed congruential methods implemented on a 16-bits personal computer. Various kinds of statistical tests are applied to the samples of the random variates produced. The random variates taken from IBM 3090 and NEC-ACOS 410 computers are also tested for the purpose of comparison. The results of tests show that all these random variates have good statistical properties except one point that regular patterns appear in the scatter diagrams. The scatter diagrams of pairs of sequential random variates produced by a personal computer in some cases show regular patterns and on the other hand those of random variates taken from IBM 3090 and NEC-ACOS 410 computers don't, which seems that random variates produced by personal computer have some inherent defects to show patterns of so called crystalization structures in scatter diagrams.
近畿大学工業高等専門学校の論文
1990-03-20