Random Number Generation
The ability to generate satisfactory sequences of uniform random numbers
is one of the key links between computer science and statistics. George
Marsaglia delivers a CDRom.
The Marsaglia
random number cdrom which contains (1) 4.8 billion random bits in sixty
10megabyte files, (2) the diehard battery of tests of randomness,(3) files
for programs that will create test files from most of the common random
number generators.
Another good source is the
PLAB WWWserver established
by Peter Hellekalek,
Karl Entacher, Hannes Leeb, Stefan Wegenkittl and
others were efficient implementations of inversive congruential generators
and numerous links to other sites may be found.
A high quality multiplicative congruential generator is our proposal
drand.c programmed for platforms running
under MSDos.
Josef Leydold and coworkers offer the ANSIC library
UNU.RAN which contains universal generators from
large classes of continuous and discrete distributions.
Our package WinRand is a system of Croutines and functions
intended for use on microcomputers running under Windows NT. It contains uptodate generators for more than thirty univariate continuous
and discrete distributions. It may be obtained by ftp.
Just download the files install.txt (for installation) and w_rand.zip
(the compressed file, 1.1 Mb).
Look for the short description WINRAND:
The System CRand under MSWindows.
Recent papers, diploma theses and dissertations on this
topics are:
 Meister V., Testing of random number generators. Diploma thesis in cooperation with
ATRONIC, an international company producing electronic games for casinos, pp. 126, 2002.

Stadlober E., H. Zechner (1999),
The patchwork rejection method for sampling from unimodal distributions,
ACM Transactions on Modeling and Computer Simulation, Vol. 9, No. 1, 5980.

Zechner H., Efficient Sampling from Continuous
and Discrete Distributions, Doctoral dissertation, pp. 156, 1997.

Stadlober E., U. Dieter, Bibliography on Nonuniform Random Number Generation.
Institute of Statistics, TU Graz, pp. 100, 1996.

Piok M., Zufallszahlen aus klassischen diskreten Verteilungen mit Hilfe
der Quotientenmethode. Diploma thesis, pp. 139, 1996.

Stadlober E., F. Niederl, Generation of NonUniform Random Variates with
CRAND. Research Report 15, 2nd Update September 1995 with WINRAND1.0
by Manfred Piok, Institute of Statistics, pp. 136, 1995.

Stadlober E., F. Niederl
(1994), CRand: A package for generating nonuniform random variates
in "Compstat 1994, Software Descriptions, pp. 6364".

Stadlober E., H. Zechner
(1994), An efficient approach for sampling from discrete distributions
in "Compstat 1994, Short Communications, pp. 132133".

Busswald P., Effiziente Erzeugung von Zufallszahlen aus der Zetaverteilung
und Verallgemeinerten Poissonverteilung. Diploma thesis, pp. 152, 1993.

Niederl F., Computergerechte Erzeugung und Visualisierung von Zufallszahlen
mit CRand. Diploma thesis, 152 pp, 1993.

Zechner H., E. Stadlober (1993),Generating
beta variates via patchwork rejection, Computing 50, 118.

Stadlober E., R. Kremer (1992),
Sampling from discrete and continuous distributions with CRAND,
in " G.Pflug, U. Dieter (Eds.): Lecture Notes in Econ. Math. Systems 374:
Simulation and Optimization, pp. 154162".
This page last modified September 03, 2003 by Ernst Stadlober (stadlober@stat.tugraz.ac.at).