메뉴 건너뛰기




Volumn 16, Issue 1-2, 1996, Pages 49-88

Ranking of the best random number generators via entropy-uniformity theory

Author keywords

Best random number generator; Entropy Uniformity; Monte Carlo; Random number generators; Ranking and Selection; Simulation; TESTRAND tests

Indexed keywords

COMPUTER SIMULATION; MONTE CARLO METHODS; NUMBER THEORY; RANDOM PROCESSES; STATISTICAL TESTS;

EID: 0030380565     PISSN: 01966324     EISSN: None     Source Type: Journal    
DOI: 10.1080/01966324.1996.10737411     Document Type: Article
Times cited : (6)

References (25)
  • 1
    • 85023674025 scopus 로고
    • Non-Uniform Random Numbers
    • Statistik, Technische Hochschule in Graz, A 8010 Graz, Hamerlingg, Austria
    • Ahrens, J. H. and Dieter, U. (1974). Non-Uniform Random Numbers. Institute fur Math. Statistik, Technische Hochschule in Graz, A 8010 Graz, Hamerlingg. 6, VI, Austria.
    • (1974) Institute Fur Math , vol.6 , pp. VI
    • Ahrens, J.H.1    Dieter, U.2
  • 3
    • 27844516025 scopus 로고
    • Coin-Tossing Computers Found to Show Subtle Bias
    • The New York Times, January 12, 1993, Mathematics, Spring
    • Browne, M.W. (1993). Coin-Tossing Computers Found to Show Subtle Bias. The New York Times, January 12, 1993. Reprinted in Themes of the Times, Mathematics, Spring 1994, p. 1.
    • (1993) Reprinted in Themes of the Times , pp. 1
    • Browne, M.W.1
  • 5
    • 0002771487 scopus 로고
    • Allocation of Observations in Ranking and Selection with Unequal Variances
    • Dudewicz, E.J. and Dalai, S.R. (1975). Allocation of Observations in Ranking and Selection with Unequal Variances. Sankhya, 37B, 28-78.
    • (1975) Sankhya , vol.37B , pp. 28-78
    • Dudewicz, E.J.1    Dalai, S.R.2
  • 6
    • 0344238993 scopus 로고
    • Random Number Generation on Microcomputers
    • edited by R.G. Lav-ery, The Society for Computer Simulation, La Jolla, California
    • Dudewicz, E.J., Karian, Z.A., and Marshall, R.J. III (1985). Random Number Generation on Microcomputers. Modeling and Simulation on Microcomputers: 1985 (edited by R.G. Lav-ery). The Society for Computer Simulation, La Jolla, California, 9-14.
    • (1985) Modeling and Simulation on Microcomputers , pp. 9-14
    • Dudewicz, E.J.1    Karian, Z.A.2    Marshall, R.J.3
  • 7
    • 0004685525 scopus 로고
    • The Handbook of Random Number Generation
    • Columbus, Ohio: American Sciences Press
    • Dudewicz, E.J. and Ralley, T.G. (1981). The Handbook of Random Number Generation and Testing with TESTRAND Computer Code. Columbus, Ohio: American Sciences Press.
    • (1981) Testing with TESTRAND Computer Code
    • Dudewicz, E.J.1    Ralley, T.G.2
  • 8
    • 0005215559 scopus 로고
    • Entropy-Based Statistical Inference II: Selection-of-the-Best/Complete Ranking for Continuous Distributions on (0,1) with Applications to Random Number Generators
    • Dudewicz, E.J. and van der Meulen, E.C. (1983). Entropy-Based Statistical Inference II: Selection-of-the-Best/Complete Ranking for Continuous Distributions on (0,1) with Applications to Random Number Generators. Statistics and Decisions, 2, 131-145.
    • (1983) Statistics and Decisions , vol.2 , pp. 131-145
    • Dudewicz, E.J.1    Van Der Meulen, E.C.2
  • 9
    • 0003360622 scopus 로고
    • The Empiric Entropy, a New Approach to Nonparametric Entropy Estimation
    • M.L. Puri, J.P. Vilaplana, and W. Wertz, John Wiley & Sons, Inc, New York
    • Dudewicz, E.J. and van der Meulen, E.C. (1987). The Empiric Entropy, a New Approach to Nonparametric Entropy Estimation. New Perspectives in Theoretical and Applied Statistics, edited by M.L. Puri, J.P. Vilaplana, and W. Wertz, John Wiley &; Sons, Inc., New York, 207-227.
    • (1987) New Perspectives in Theoretical and Applied Statistics , pp. 207-227
    • Dudewicz, E.J.1    Van Der Meulen, E.C.2
  • 11
    • 0342482814 scopus 로고
    • Theoretical Properties of Congruential Random-Number Generators: An Empirical View
    • Harvard University, Cambridge, Massachusetts
    • Hoaglin, D.C. (1976). Theoretical Properties of Congruential Random-Number Generators: An Empirical View. Memorandum NS-340. Department of Statistics, Harvard University, Cambridge, Massachusetts.
    • (1976) Memorandum NS-340. Department of Statistics
    • Hoaglin, D.C.1
  • 12
    • 85023706398 scopus 로고
    • System/360 Scientific Subroutine Package, Version III, Programmer’s Manual, Program Number 360A-CM-03X
    • Fifth Edition, IBM Corporation, White Plains, New York
    • IBM (1970). System/360 Scientific Subroutine Package, Version III, Programmer’s Manual, Program Number 360A-CM-03X. Manual GH20-0205-4 (Fifth Edition). IBM Corporation, White Plains, New York.
    • (1970) Manual GH20-0205-4
  • 13
    • 0020805014 scopus 로고
    • Another Method for Random Number Generation on Microcomputers
    • Jennergren, L.P. (1984). Another Method for Random Number Generation on Microcomputers. Simulation, 40, 79.
    • (1984) Simulation , vol.40 , pp. 79
    • Jennergren, L.P.1
  • 14
    • 0003758182 scopus 로고
    • Statistical, Systems
    • New York: Computer Science Press/ W.H. Freeman and Co. (Book Publishing Division of Scientific American)
    • Karian, Z.A. and Dudewicz, E.J. (1991). Statistical, Systems, and GPSS Simulation: The First Course. New York: Computer Science Press/ W.H. Freeman and Co. (Book Publishing Division of Scientific American).
    • (1991) And GPSS Simulation: The First Course
    • Karian, Z.A.1    Dudewicz, E.J.2
  • 15
    • 0000019228 scopus 로고
    • Normalizing Transformations and Bootstrap Confidence Intervals
    • Konishi, S. (1991). Normalizing Transformations and Bootstrap Confidence Intervals. The Annals of Statistics, 19, 2209-2225.
    • (1991) The Annals of Statistics , vol.19 , pp. 2209-2225
    • Konishi, S.1
  • 16
    • 6244289054 scopus 로고
    • A Portable Random Number Generator for 16-bit Computers
    • 1987(edited by P. Hogan). The Society for Computer Simulation, San Diego, California, 1987
    • L’Ecuyer, P. (1987). A Portable Random Number Generator for 16-bit Computers. Modeling and Simulation on Microcomputers: 1987 (edited by P. Hogan). The Society for Computer Simulation, San Diego, California, 1987, 45-49.
    • (1987) Modeling and Simulation on Microcomputers , pp. 45-49
    • L’ecuyer, P.1
  • 18
    • 0009069898 scopus 로고
    • One-line Random Number Generators and Their Use in Combinations
    • Marsaglia, G. and Bray, T. A. (1968). One-line Random Number Generators and Their Use in Combinations. Communications of the ACM, 11, 757-759.
    • (1968) Communications of the ACM , vol.11 , pp. 757-759
    • Marsaglia, G.1    Bray, T.A.2
  • 19
    • 85023663610 scopus 로고
    • Statistics and Truth, Putting Chance to Work
    • New Delhi, India. Reprinted and published in the U.S.A. by International Co-operative Publishing House, P.O. Box 245, Burtonsville, Maryland 20866-0245
    • Rao, C.R. (1989). Statistics and Truth, Putting Chance to Work. First published by the Council of Scientific &Industrial Research, New Delhi, India. Reprinted and published in the U.S.A. by International Co-operative Publishing House, P.O. Box 245, Burtonsville, Maryland 20866-0245.
    • (1989) First Published by the Council of Scientific &Industrial Research
    • Rao, C.R.1
  • 21
    • 26844523225 scopus 로고
    • The Multivariate Studentized Range and Its Upper Percentiles
    • Seo, T. and Siotani, M. (1992). The Multivariate Studentized Range and Its Upper Percentiles. Journal of the Japan Statistical Society, 22, 123-137.
    • (1992) Journal of the Japan Statistical Society , vol.22 , pp. 123-137
    • Seo, T.1    Siotani, M.2
  • 22
    • 0002260546 scopus 로고
    • A Test of Normality Based on Sample Entropy
    • Series B
    • Vasicek, O. (1976). A Test of Normality Based on Sample Entropy. Journal of the Royal Statistical Society, Series B, 38, 54-59.
    • (1976) Journal of the Royal Statistical Society , vol.38 , pp. 54-59
    • Vasicek, O.1
  • 25
    • 27844537835 scopus 로고
    • Third-Order Correct Bootstrap Calibrated Confidence Bounds for Nonparametric Mean
    • Zheng, X. (1994). Third-Order Correct Bootstrap Calibrated Confidence Bounds for Nonparametric Mean. Mathematical Methods of Statistics, 3, 62-75.
    • (1994) Mathematical Methods of Statistics , vol.3 , pp. 62-75
    • Zheng, X.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.