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A Test of the Equivalence of Four Random Number Generators – A Simulation Study
Author(s) -
Rovine Michael J.,
von Eye Alexander,
Jones Constance J.
Publication year - 1992
Publication title -
biometrical journal
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.108
H-Index - 63
eISSN - 1521-4036
pISSN - 0323-3847
DOI - 10.1002/bimj.4710340112
Subject(s) - mathematics , autocorrelation , statistics , equivalence (formal languages) , statistic , random number generation , test statistic , pseudorandom number generator , statistical hypothesis testing , combinatorics , discrete mathematics
Four pseudo random number generators were tested for equivalence. Using two different seed values for each generator, the robustness of a one‐sample t ‐statistic was assessed under a stationary auto‐regressive process. The degree of autocorrelation, sample size and significance level were varied for the eight sets of random numbers generated. Results showed an interaction effect between random number generator and alpha level of the t ‐distribution, suggesting that simulation results could depend on the random number generator selected.