Re: random number generator

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Article #142

#142

From: Charlie Geyer
Date: Thu, 30 Jul 1992 02:05

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In article <1992Jul29.092934.23335@cl.cam.ac.uk>, nmm@cl.cam.ac.uk
(Nick Maclaren) writes:

> It's not making it a FAQ that's the problem - it's finding a GAA (Generally
> Agreed Answer)!

In article <1992Jul29.090353.237@nutmeg.hnrc.tufts.edu> jerry@nutmeg.hnrc.tufts.edu (Jerry Dallal) writes:

> I suspect one of the most FAQs is what generator to use.  Can we not establish
> a short list of GAAs?  I nominate the Wichmann-Hill generator with the
> McLeod modification.  (I hold off on posting the code until I hear whether 
> this is a GAA!)

I nominate Marsaglia's "Super-Duper" generator, though it's 20 years old
and not the one Marsaglia is using now.

Reason: it's the one S uses so if it's garbage there have been a lot of
garbage simulations done including some of mine.  Don't tell me that's
not a theorem, I already know.

-- 
Charles Geyer
School of Statistics
University of Minnesota
charlie@umnstat.stat.umn.edu

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From: charlie@ernie.stat.washington.edu (Charlie Geyer)
Newsgroups: sci.math.stat
Subject: Re: random number generator
Message-ID: <1992Jul30.020515.16652@u.washington.edu>
Date: 30 Jul 92 02:05:15 GMT
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