Large-scale simulation-based studies rely on at least three properties of pseudorandom number sequences: they behave in many ways like truly random numbers; they can be replicated; and they can be generated in parallel. There has been some divergence, however, between empirical techniques employing random numbers, and the standard battery of tests used to validate them. A random number generator that passes tests for any single stream of random numbers...
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INFORMATION
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2012/11/01
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Document de travail de recherche sur les politiques
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WPS6278
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1
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1
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2012/11/28
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Disclosed
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Perils of simulation : parallel streams and the case of stata's rnormal command
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random number
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