Newsgroups: bit.listserv.stat-l
Date:         Tue, 29 Sep 1992 12:17:00 PDT
From:         HOFER@USCMVSA.BITNET
Subject:      Summary to STAT-L regarding RNG's

In response to my query regarding the "best" random number generators, I
received the following comments:

     Don Schaffner, Samuel Scheiner and Andy Taylor directed me to "Numerical
Recipes" by Press, Flannery, Teukolsky, and Vetterling. Andy Taylor also
directed me to a general discussion of random number generation, "Stochastic
Simulation" by B.D. Ripley, John Wiley & Sons, 1987.

     Allan Reese directed me to the reference "The Art of Computer Programming"
(Vol 2) by D.E.Knuth

     Lary Jones and John Walsh cautioned my using RNG's typically found in
programming languages--particularly those in MicroSoft Fortran and BASIC.
Walsh gave a reference for a tutorial on RNG in Behavior, Research,
Instrumentation and Computers (1990 or 1991). Walsh evaluated the MS Fortran
generator in Perceptual & Motor Skills, 1991, 72, 257-258.

     I will be searching the STAT-L archives thanks to help by Dan Tancredi.

     A brief search of the periodicals available through USC library turned up
some interesting articles that I will soon obtain. I'll put a brief list here
for those interested.

Many thanks for your responses. Scott

      Author: Schneier, Bruce
       Title: Pseudo-random sequence generator for 32-bit CPUs; a fast,
              machine-independent generator for 32-bit microprocessors.
              (Tutorial)
      Source: Dr. Dobbs Journal (Feb 1992) v17 n2 p34(4) 1992.

      Author: L'Ecuyer, Pierre
       Title: Random numbers for simulation.  (Discrete Event Simulation)
              (technical)
      Source: Communications of the ACM (Oct 1990) v33 n10 p85(13) 1990.

      Author: DeArmon, James
       Title: Improving random number generators on micro-computers.
              (technical)
      Source: Computers & Operations Research (April 1990) v17 n3
              p283(13) 1990.

      Author: Elkins, T.A.
       Title: A highly random random-number generator.
      Source: Computer Language (Dec 1989) v6 n12 p59(5) 1989.

      Author: L'Ecuyer, Pierre
       Title: Efficient and portable combined random number generators.
              (technical)
      Source: Communications of the ACM (June 1988) v31 n6 p742(8) 1988.

      Author: Park, Stephen K.
              Miller, Keith W.
       Title: Random number generators: good ones are hard to find.
              (technical)
      Source: Communications of the ACM (Oct 1988) v31 n10 p1192(10) 1988.

      Author: Haas, Alexander
       Title: The multiple prime random number generator.
      Source: ACM Transactions on Mathematical Software (Dec 1987) v13 n4
              p368(14) 1987.

      Author: Hill, David
              Wichmann, Brian
       Title: Building a random-number generator: a Pascal routine for
              very-long-cycle random-number sequences.
      Source:  Byte (March 1987) v12 n3 p127(2) 1987.

      Author: Cornwell, Larry W.
              Modianos, Doan T.
              Scott, Robert C.
       Title: Testing intrinsic random-number generators: a survey shows that
              all RND functions are not created equal.
      Source:  Byte (Jan 1987) v12 n1 p175(3) 1987.

       Title: Tests of randomness for pseudorandom number generators.
      Author: Strube-Michael-J.
      Source: Behavior Research Methods & Instrumentation, 1983 Oct Vol
              15(5) 536-537.

       Title: Pseudorandom number generators in psi research.
      Author: Radin-Dean-I.
      Source: Journal of Parapsychology, 1985 Dec Vol 49(4) 303-328.
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