Implementing and Documenting Random Number Generators

David C. Hoaglin

No 75, NBER Working Papers from National Bureau of Economic Research, Inc

Abstract: 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.

Date: 1975-03
Note: TWP
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