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Full-Text Articles in Physical Sciences and Mathematics
Bias In Monte Carlo Simulations Due To Pseudo-Random Number Generator Initial Seed Selection, Jack C. Hill, Shlomo S. Sawilowsky
Bias In Monte Carlo Simulations Due To Pseudo-Random Number Generator Initial Seed Selection, Jack C. Hill, Shlomo S. Sawilowsky
Theoretical and Behavioral Foundations of Education Faculty Publications
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 10000HEX to 1FFFFHEX, 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.
Bias In Monte Carlo Simulations Due To Pseudo-Random Number Generator Initial Seed Selection, Jack C. Hill, Shlomo S. Sawilowsky
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 10000HEX to 1FFFFHEX, 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.