Criterion of Spectral Test for Linear Congruential Random Number Generators
نویسندگان
چکیده
The criterion issue of spectral test in a linear congruential random number generator is considered. In this paper, we report on four variants of the normalized spectral test, measured both relative to either a theoretical or exact lower bound and aggregative to either a worst-case or average-case method. Computer exhaustive searches are conducted to evaluate and compare their statistical behaviors. It is shown that the spectral test with both theoretical lower bound and average-case aggregation criterion outperforms.
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