The multiple comparisons and the selection of coefficients for Linear Congruential Generators(LCG)

• Main Authors: Feng-Piao Chen, 陳峰彪
• Other Authors: Guei-hung Tsai
• Format: Others
• Language: zh-TW
• Online Access: http://ndltd.ncl.edu.tw/handle/96f9e6

碩士 === 銘傳大學 === 應用統計資訊學系碩士班 === 94 === Due to the well-developed technology of computer, it is used as an assistant in plenty of researches. We would refer to the result of computer simulation to deal with more complicated statistical problems. In the aspect of mathematics, computer simulation can also explain the numeral analysis. Therefore, I select the nowadays most commonly used random number generator, LCG, as the main body. Although the LCG was introduced by Lehmer for more than fifty years, it is still used commonly among people as a random number generator. This thesis presents the performances of the LCG generator in the situation with different primitive elements by using Two Dimensional Lattice Plot and a variety of statistical tests. In order to avoid some kinds of reiterative simulations, we suggest the users of the LCG generator how to select the better seeds and give a few tables of seeds with different multipliers for reference.