"Uniform variate generation with the congruential method" by Joseph Free
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Faculty Mentor

Ping Sa, PhD, Professor

Faculty Mentor Department

Department of Mathematics and Statistics

Abstract

This report considers the issue of using a specific linear congruential generator (LCG) to create random variates from the uniform(0,1) distribution. The LCG is used to generate multiple samples of pseudo-random numbers and statistical computation techniques are used to assess whether those samples could have resulted from a uniform(0,1) distribution. Source code is included with this report in the appendix along with annotations.

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