Poor Statistical Qualities for the RANDU Random Number Generator

The RANDU linear congruential uniform random number generator was used in the 1960s. It has become infamous because when generated uniform values are used three at a time in a 3-tuple (tuplet), the generator is biased. When the 3-tuples are plotted, one can observe that they fall on one of 15 planes in three-dimensional space. As a result, the are highly correlated and biased in whatever context they are used.
  • Contributed by: Paul Savory (University of Nebraska-Lincoln)

THINGS TO TRY

SNAPSHOTS

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DETAILS

The RANDU random number generator was distributed by IBM in the 1960s. The generator function for this linear congruential pseudorandom number generator is
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