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Uniform Random Variate Generation With The Linear Congruential Method, Joseph Free
Uniform Random Variate Generation With The Linear Congruential Method, Joseph Free
PANDION: The Osprey Journal of Research and Ideas
This report considers the issue of using a speciļ¬c linear congruential generator (LCG) to create random variates from the uniform(0,1) distribution. The LCG is used to generate multiple samples of pseudo-random numbers and statistical computation techniques are used to assess whether those samples could have resulted from a uniform(0,1) distribution. Source code is included with this report in the appendix along with annotations.