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Bias In Monte Carlo Simulations Due To Pseudo-Random Number Generator Initial Seed Selection, Jack C. Hill, Shlomo S. Sawilowsky

Journal of Modern Applied Statistical Methods

Pseudo-random number generators can bias Monte Carlo simulations of the standard normal probability distribution function with initial seeds selection. Five generator designs were initial-seeded with values from 10000_HEX to 1FFFF_HEX, estimates of the mean were calculated for each seed, the distribution of mean estimates was determined for each generator and simulation histories were graphed for selected seeds.