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.
Recommended Citation
Free, Joseph
(2020)
"Uniform random variate generation with the linear congruential method,"
PANDION: The Osprey Journal of Research and Ideas: Vol. 1:
No.
1, Article 3.
Available at:
https://digitalcommons.unf.edu/pandion_unf/vol1/iss1/3
Included in
Other Mathematics Commons, Other Statistics and Probability Commons, Probability Commons, Statistical Theory Commons