Improving the statistical quality of random number generators by applying a simple ratio transformation

Michael Kolonko, Feng Gu and Zijun Wu

Mathematics and Computers in Simulation (MATCOM), 2019, vol. 157, issue C, 130-142

Abstract: It is well-known that the quality of random number generators can often be improved by combining several generators, e.g. by summing or subtracting their results. In this paper we investigate the ratio of two random number generators as an alternative approach: the smaller of two input random numbers is divided by the larger, resulting in a rational number from [0,1].

Keywords: Random number generation; Combination of random generators; Ratio of uniform random variables; Empirical testing of random generators (search for similar items in EconPapers)
Date: 2019
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Persistent link: https://EconPapers.repec.org/RePEc:eee:matcom:v:157:y:2019:i:c:p:130-142

DOI: 10.1016/j.matcom.2018.10.002

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