Ching-Jing Kung1 and Hui-Chin Tang 2
1Department of Industrial Engineering and Management, Cheng Shiu University, Kaohsiung, Taiwan 833, R.O.C.
2Department of Industrial Engineering and Management, National Kaohsiung University of Applied Sciences, Kaohsiung, Taiwan 807, R.O.C.
Received:
April 9, 2007
Accepted:
October 4, 2008
Publication Date:
September 1, 2009
Download Citation:
||https://doi.org/10.6180/jase.2009.12.3.16
ABSTRACT
The criterion issue of spectral test in a linear congruential random number generator is considered. In this paper, we report on four variants of the normalized spectral test, measured both relative to either a theoretical or exact lower bound and aggregative to either a worst-case or average-case method. Computer exhaustive searches are conducted to evaluate and compare their statistical behaviors. It is shown that the spectral test with both theoretical lower bound and average-case aggregation criterion outperforms.
Keywords:
Linear Congruential Generator, Spectral Test, Random Number
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