Poor Statistical Qualities for the RANDU Random Number Generator

Initializing live version
Download to Desktop

Requires a Wolfram Notebook System

Interact on desktop, mobile and cloud with the free Wolfram Player or other Wolfram Language products.

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) (March 2011)
Open content licensed under CC BY-NC-SA


Snapshots


Details

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

,

.



Feedback (field required)
Email (field required) Name
Occupation Organization
Note: Your message & contact information may be shared with the author of any specific Demonstration for which you give feedback.
Send