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Implementing and Documenting Random Number Generators / David C. Hoaglin.
- Format:
- Book
- Author/Creator:
- Hoaglin, David C.
- Series:
- Working Paper Series (National Bureau of Economic Research) no. w0075.
- NBER working paper series no. w0075
- Language:
- English
- Subjects (All):
- Random number generators.
- Monte Carlo method.
- Physical Description:
- 1 online resource: illustrations (black and white);
- Place of Publication:
- Cambridge, Mass. National Bureau of Economic Research 1975.
- Cambridge, Massachusetts : National Bureau of Economic Research, 1975.
- Summary:
- As simulation arid Monte Carlo continue to play an increasing role in statistical research, careful attention must be given to problems which arise in implementing and documenting collect ions of random number generators. This paper examines the value of theoretical as well as empirical evidence in establishing the quality of generators, the selection of generators to comprise a good basic set, the techniques and efficiency of implementation, and the extent of documentation. Illustrative examples are drawn from various current sources.
- Notes:
- Print version record
- March 1975.
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