The handbook of random number generation and testing with testrand computer code:
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| Main Authors: | , |
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| Format: | Book |
| Language: | English |
| Published: |
Columbus, Ohio
American Sciences Press
1981
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| Series: | American sciences press series in mathematical and management sciences
4. |
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | XI, 634 S. |
| ISBN: | 093595001X |
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| 245 | 1 | 0 | |a The handbook of random number generation and testing with testrand computer code |c Edward J. Dudewicz ; Thomas G. Ralley |
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| 650 | 4 | |a Générateurs de nombres aléatoires - Logiciels | |
| 650 | 4 | |a Monte-Carlo, Méthode de - Logiciels | |
| 650 | 4 | |a Monte Carlo method |x Computer programs | |
| 650 | 4 | |a Random number generators |x Computer programs | |
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| adam_text | Titel: The handbook of random number generation and testing with TESTRAND computer code
Autor: Dudewicz, Edward J
Jahr: 1981
table of contents 1. Introduction to Random (Pseudo-Random) Numbers..... 1 1.1. Random Numbers - The Need and The History..... 5 1.2. Random Numbers - The Testing of a Generator... 16 1.3. Random Numbers - The Generators............... 23 1.4. Random Numbers - The Speed and Goodness of Some Generators............................. 40 1.5. Random Numbers - The Transformations.......... 48 1.6. The Period of Mixed Congruential Random Number Generators........................... 56 2. Generators: List, References, Sample Output....... 72 3. Double- and Extended-Precision Options............. 94 4. How To Test Random Number Generators............... 101 4.1. Theoretical versus Empirical Tests............ 102 4.2. Popular Tests, TESTRAND Tests................. 104 4.3. Spécifies of Testing Calls.................... 113 5. Testing Results with Recommendations............... 134 References............................................. 145 A. Percentage Points of Distributions................. 155 B. Descriptions of the TESTRAND Package s Routines.... 170 Control Routines TESTER............................................. 170 TIMER.............................................. 172 NOGEN.............................................. 173 REPORT............................................. 174 SORT............................................... 175 XTRMS.............................................. 176 ORDER.............................................. 177 ................................................... 178 BASE2.............................................. 179 RRNWN.............................................. I 00 RRN01.............................................. 181 RRN02.............................................. 182 RRN03.............................................. 183 RRN04.............................................. 184 RRN05.............................................. 185 V
vi TABLE OF CONTENTS RRN06.............................................. 186 KRN07.............................................. 187 RRN08.............................................. 188 RRN09.............................................. 189 RRN10..................... 190 RRN11.............................................. 191 RRN12.............................................. 192 RRN13................................. 193 RRN14.............................................. 194 RRN15...................................... 195 RRN16.............................................. 196 RRN17........................ 197 RRN18.............................................. 198 RRN19.................................. 199 RRN20.............................................. 200 Statistical Functions and Routines DCDFN.............................................. 201 DCDFNI............................................. 202 CHIDF.............................................. 203 POINTS.............................................
204 PNTCHI............................................. 205 CDFKS.............................................. 206 KSTPL.............................................. 207 Testing Programs TST01............. 208 TST02.............................................. 210 TST03.............................................. 211 TST04.............................................. 212 TST05.............................................. 214 TST06.............................................. 216 TST07.............................................. 217 TST08.............................................. 218 TST09.............................................. 220 TST10.............................................. 221 TST11.............................................. 223 TSTMl.............................................. 225 TSTM2.............................................. 226 TSTM3.............................................. 227 TSTM4.............................................. 228 Random
Number Generators - Initialization ORNWNI............................................. 230 URN01I............................... 231 URN021............................................. 232 UKN03I..................................... 233 URN041............................................. 234 URN051............................................. 235 URN111............................................. 236 URN12I............................... 237 URN141............................................. 238
TABLE OF CONTENTS Vii URN07I, UKN08I, ORN09I, URN10I, URN13I, ÜRN15I, URN16I, URN17I, UEN18I, OEN19I, URN20I..... (See URN01I) ÜRN06I....................................... (See UFN03I) Random Number Generators - Internal Routines EXP03.............................................. 239 EXP04.............................................. 240 NORM03............................................. 241 NORM04............ 242 Multiple-Precision Random Numbers DBLPRE............................................. 243 EXTPRE........... i................................. 244 Random Number Generators URNWN.............................................. 245 ÜRN01, ORN04.............................:......... 246 URN02.............................................. 248 URN03.......................... 249 URN05.............................................. 251 ORN06.................... 252 URN07.............................................. 253 URN08.............................................. 254 ÜRN09
.............................................. 255 URN10.............................................. 256 URN11.............................................. 257 URN12.............................................. 258 URN13.............................................. 259 URN14.............................................. 260 ORN15.............................................. 261 URN16.............................................. 262 URN17.............................................. 263 URN18.............................................. 264 ORN19.............................................. 265 URN20................... 266 Sample Programs and Their Output................... 267 This appendix illustrates the proper use of the TESTRAND package (to perform comprehensive testing of a random number generator) by giving the code and resulting output for testing of URN20. JCL................................................ 268 The complete Job Control Language (JCL) and TESTRAND input
cards needed to run this example test are given. (The full JCL needed to run at OSU’s Instruction and Research Computer Center is given first, followed by a Catalogued Procedure allowing users to punch few JCL cards instead of the full set. Both JCL sets are location-specific and will vary somewhat from installation to installation and also over time. Consult your computer center for details.)
viii TABLE OF CONTENTS The output of the various tests is given for (in some cases) more than one specification of input parameters (for illustration purposes). TSTM4 (with matrices, 2-tuples).................... 272 TSTM4 (no matrices, 2-tuples through 9-tuples)..... 274 CALL TESTER documentation........................ 277 GENCODE 1 documentation.......................... 278 First 100 numbers.................................. 279 TST03.............................................. 280 TST01 call documentation...................... 281 TST02, sample 1.................................... 282 TST04, sample 1.................................... 283 TST05, sample 1................................... 286 TST07, sample 1.................................... 289 TST08, sample 1.................................... 293 TST09, sample 1.................................... 294 TST10, sample 1.................................... 295 _ TST06 specifications............................... 298 TST06,
sample 1.................................... 299 TST11 specifications............................... 302 TST11, sample 1.................................... 303 TIMES................. 306 Chi-square values, TST02........................... 310 Chi-square values, TST04........................... 314 Chi-square values, TST05........................... 316 Chi-square values, TST07........................... 318 Chi-square values, TST08........................... 320 Chi-square values, TST09........................... 322 Chi-square values, TST10........................... 324 KS values, TST06................................... 326 KS values, TST11................ 328 Chi-square on chi-squares tests (1000 on 1000)..... 330 [Note: Since only 1000 numbers went into each basic chi-square above, tests with degrees of freedom 100 are not valid since the expected number of observations per cell is too small for the chi-square distribution to be a good approximation to the true distribution.] KS
on KS tests..................................... 349 New initialization at end point.................... 351 GENCODE 2 documentation.......................... 352 First 100 numbers.................................. 353 TST03.............................................. 354 TST01 call documentation........................... 355 TST02, sample 1.................................... 356 Chi-square on chi-squares tests (1000 on 10000) .... 357 KS on KS tests..................................... 376 New initialization at end point.................... 378
TABLE OF CONTENTS ix D. Form for Ordering Tapes of TESTRAND................ 379 E. Source Code........................................ 381 Control Routines TESTER............................................. 382 TIMER.............................................. 393 NOGEN.............................................. 395 REPORT........ 396 SORT............................................... 410 XTRMS..................... 411 ORDER.............................................. 412 GCD................................................... 416 BASE2.............................................. 417 RRNWN.............................................. 418 RRN01.............................................. 420 RRN02.............................................. 421 RRN03.............................................. 422 RBN04.............................................. 423 RRN05.............................................. 424 RRN06.............................................. 425 RRN07..............................................
426 RRN08............................ 427 RRN09.............................. 428 RRN10.............................................. 429 RRN11.............................................. 430 RRN12.......................................... 431 RRN13.............................................. 432 RRN14.............................................. 433 RRN15.............................................. 434 RRN16.............................................. 435 RRN17.............................................. 436 RRN18.............................................. 437 RRN19.............................................. 438 RRN20.............................................. 439 Statistical Functions and Routines DCDFN.............................................. 440 DCDFNI............................................. 442 CHIDF.............................................. 444 POINTS............................................. 446 PNTCHI.............................................
448 CDFKS.............................................. 449 KSTPL.............................................. 450 Testing Programs TST01.............................................. 453 TST02.............................................. 460 TST03.............................................. 462 TST04.............................................. 465 TST05.............................................. 472 TST06.............................................. 480
X TABLE OF CONTENTS TST07............. 484 TST08.............................................. 492 TST09..................................... 499 TST10.............................................. 506 TST11.............................................. 511 TSTM1.............................................. 515 TSTM2.............................................. 518 TSTM3.............. 523 TSTM4.............................................. 526 Random Number Generators - Initialization URNWNI............................................. 565 URN01I.............................. 566 URN02I.............................................___ 567 URN031............................................. 569 URN04I............................................. ,570 URN051............................................. 571 URN111............................................. 573 URN121............................................. 574 ORN14I.................... 575 URN07I, URN08I, URN09I, URN10I, URN13I, URN15I,
ORN16I, URN17I, URN18I, URN19I, URN20I.....(See URN01I) URN06I.......................................(See URN03I) Random Number Generators - Internal Routines EXP03.............................................. 576 EXP04.............................................. 577 NORM03........... 578 NORM04............................................. 579 Multiple-Precision Random Numbers DBLPRE............................................. 580 EXTPRE............................................. 581 Random Number Generators URNWN.............................................. 582 URN01, URN04....................................... 583 URNO 2............................ 597 URN03.............................................. 599 URN05.............................................. 609 URN06.............................................. 611 URN07.............................................. 612 URN08.............................................. 614 URN09..............................................
615 URN10.............................................. 616 URN11.............................................. 617 URN12.............................................. 618 URN13....... 620 URN14.............................................. 622 URN15.............................................. 623 URN16.............................................. 625 URN17.............................................. 627
TABLE OF CONTENTS xi URN18.............................................. 629 URN19.............................................. 631 URN20.............................................. 633 Credits FORTRAN and assembler code for random number generator package SUPER-DUPER is adapted with permission from G. Marsaglia, K. Anan- thanarayanan and N. Paul, The McGill Random Number Package SUPER- DUPER , School of Computer Science, McGill University, Montreal, Quebec, Canada, 1973. PL/I code for performing the spectral test is included with permission and was authored primarily by F.S. Koehl, of the Instruction and Research Computer Center, The Ohio State University. URN02 FORTRAN code adapted with permission from G. Marsaglia and T.A. Bray, One-line random number generators and their use in combinations, Communications of the ACM, Vol. 11 (1968), pp. 757-759; random number generator code for URN05 is adapted with permission from T.G. Lewis and W.H. Payne, Generalized feedback shift register
pseudo-random number algorithm, Journal of the Association for Computing Machinery, Vol. 20 (1973), pp. 456-468; portable random number generator code for URN10 is adapted from J.B. Kruskal, Extremely portable random number generator, Communications of the ACM, Vol. 12 (1969), pp. 93-94; all copyright by the Association for Computing Machinery, Inc. FORTRAN code for calculation of standard normal probabilities and percentage points is adapted with permission from R.C. Milton and R. Hotchkiss, Computer evaluation of the normal and inverse normal distribution functions, Technometrics, Vol. 11 (1969), pp. 817-822. Random number generator code for URN06 is adapted with permission from D. Lurie and R.L. Mason, Empirical investigation of several techniques for computer generation of order statistics ” Communications in Statistics, Vol. 2 (1973) , pp. 363-371. FORTRAN and assembler code for the Naval Postgraduate School random number package LLRANDOM is adapted with permission from G.P.
Learmonth and P.A.W. Lewis, Naval Postgraduate School Random Number Generator Package LLRANDOM, Technical Report NPS55LW73061A, Department of Operations Research and Administrative Sciences, Naval Postgraduate School, Monterey, California, June 1973. Random number generator code for URN13 adapted with permission from a function given by J.H. Ahrens and V. Dieter, Non-uniform random numbers, Institut fur Math. Statistik, Technische Hochschule in Graz, A8010 Graz, Hamerlingg. 6, VI, Austria, 1974, P. 1-10. FORTRAN code for URN14 adapted with permission from a FORTRAN translation of part of the IRAND package of random number generators developed by Dr. Raymond L. Zarling in 1971 at Marietta College, Marietta, Ohio.
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| spelling | Dudewicz, Edward J. Verfasser aut The handbook of random number generation and testing with testrand computer code Edward J. Dudewicz ; Thomas G. Ralley Columbus, Ohio American Sciences Press 1981 XI, 634 S. txt rdacontent n rdamedia nc rdacarrier American sciences press series in mathematical and management sciences 4. Testrand TESTRAND Générateurs de nombres aléatoires - Logiciels Monte-Carlo, Méthode de - Logiciels Monte Carlo method Computer programs Random number generators Computer programs Ralley, Thomas G. Verfasser aut American sciences press series in mathematical and management sciences 4. (DE-604)BV000022680 4. HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=001467624&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Dudewicz, Edward J. Ralley, Thomas G. The handbook of random number generation and testing with testrand computer code American sciences press series in mathematical and management sciences Testrand TESTRAND Générateurs de nombres aléatoires - Logiciels Monte-Carlo, Méthode de - Logiciels Monte Carlo method Computer programs Random number generators Computer programs |
| title | The handbook of random number generation and testing with testrand computer code |
| title_auth | The handbook of random number generation and testing with testrand computer code |
| title_exact_search | The handbook of random number generation and testing with testrand computer code |
| title_full | The handbook of random number generation and testing with testrand computer code Edward J. Dudewicz ; Thomas G. Ralley |
| title_fullStr | The handbook of random number generation and testing with testrand computer code Edward J. Dudewicz ; Thomas G. Ralley |
| title_full_unstemmed | The handbook of random number generation and testing with testrand computer code Edward J. Dudewicz ; Thomas G. Ralley |
| title_short | The handbook of random number generation and testing with testrand computer code |
| title_sort | the handbook of random number generation and testing with testrand computer code |
| topic | Testrand TESTRAND Générateurs de nombres aléatoires - Logiciels Monte-Carlo, Méthode de - Logiciels Monte Carlo method Computer programs Random number generators Computer programs |
| topic_facet | Testrand TESTRAND Générateurs de nombres aléatoires - Logiciels Monte-Carlo, Méthode de - Logiciels Monte Carlo method Computer programs Random number generators Computer programs |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=001467624&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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