Summary
Today simulation and Monte Carlo studies play an important and ever more significant role in virtually every field of human endeavor, and such studies often consume large amounts of computer time. Nearly every such study requires, for its execution, a source of random numbers (i.e. numbers which appear to be independent uniform random variables on the range 0.0 to 1.0). Historically statisticians have attempted to provide quality random numbers in quantity in various ways, the most common today being via numeric algorithms executed within a digital computer. Statistical testing can (although it has not yet) rank these algorithms on speed and goodness.
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© 1975 D. Reidel Publishing Company, Dordrecht-Holland
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Dudewicz, E.J. (1975). Random Numbers: The Need, the History, the Generators. In: Patil, G.P., Kotz, S., Ord, J.K. (eds) A Modern Course on Statistical Distributions in Scientific Work. NATO Advanced Study Institutes Series, vol 17. Springer, Dordrecht. https://doi.org/10.1007/978-94-010-1845-6_3
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DOI: https://doi.org/10.1007/978-94-010-1845-6_3
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