Poor Statistical Qualities for the RANDU Random Number Generator

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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



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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