Bias in Monte Carlo Simulations Due To Pseudo-Random Number Generator Initial Seed Selection
نویسندگان
چکیده
منابع مشابه
Bias in Monte Carlo Simulations Due To Pseudo-Random Number Generator Initial Seed Selection
Pseudo-random number generators can bias Monte Carlo simulations of the standard normal probability distribution function with initial seeds selection. Five generator designs were initial-seeded with values from 10000 HEX to 1FFFF HEX , estimates of the mean were calculated for each seed, the distribution of mean estimates was determined for each generator and simulation histories were graphed ...
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ژورنال
عنوان ژورنال: Journal of Modern Applied Statistical Methods
سال: 2011
ISSN: 1538-9472
DOI: 10.22237/jmasm/1304222640