Additive vs multiplicative uniform pseudo-random number generators in the generation of Erlang variates

  • Authors:

  • Roger L. Burford

  • Affiliations:

  • -

  • Venue:
  • WSC '78 Proceedings of the 10th conference on Winter simulation - Volume 2
  • Year:
  • 1978

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Abstract

This paper presents the comparative results of several test runs involving the use of several unit uniform random number generators with an inverse transform to generate Erlang random variates with &lgr;&equil;1 and k &equil; 3, 4, 5, and 6. The results show that two commonly used generators (a multiplicative and a mixed one) produce unacceptable results. Two others (an additive one and a multiplicative one) produce acceptable results. The computer system used is an IBM 370/3033.