TY - JOUR
AU - King, Max L.
AB - STATISTICAL ALGORITHMS 375 310 YM = Yl.l ~ CM RETURN EN)) I'UNCTION YT.(C) C ALGCmITII/.I ;\5 133.1 ,\1'1'1,. ST,\TIST. (1q7B) V01,.27, NO.3 C _ YL r S TilE /.lEAN OF TilE HIPROVF.MENT cn1\MON /EXTR1/ /I, Ell, YlI, XJl, :<J~. YJl, YJ~ I't = Ell " 1,0;,-17 II' (C - XJl • ill. 1'1 .OR. :(J~ - C • ill. 1'1 \ cam 1 1'1 = XJ2 - ::Jl p~ = " " sqlt"l'( (C - :<Jl) ~ (::J:': - C) / 1'1) 1'1 " (YJl " (:(.1:.: - C) + YJ2 " (C - XJ1)) ;' 1'1 - Yll 1'3 :;;: Pl / P'.l Y1, = 1'1 " o.ti:; " EXP(-o ••H3 " (0.75 + pJ) •• :n ­ " 1'2" O.31)BI) " EXp(-(P3 ." 2) / z..o) RETURN 1 Y1,,, ('.n nETI1RH mID Remark AS R24 A Remark on Algorithm AS 98: The Spectral Test for the Evaluation of Congruential Pseudo-random Generators By DAVID C. HOAGLIN and MAX L. KING Abt Associates Inc., Cambridge, Mass., U.S.A., and University of Canterbury, Harvard University, Cambridge, Mass., U.S.A. Christchurch 1, New Zealand Golder's (1976a) algorithm faithfully follows Knuth's (1969) formulation of the spectral test, to which any congruential random-number generator should 
TI - A Remark on Algorithm as 98: The Spectral Test for the Evaluation of Congruential Pseudo‐Random Generators
JF - Journal of the Royal Statistical Society Series C (Applied Statistics)
DO - 10.2307/2347183
DA - 1978-11-01
UR - https://www.deepdyve.com/lp/oxford-university-press/a-remark-on-algorithm-as-98-the-spectral-test-for-the-evaluation-of-c0pUlHMnvq
SP - 375
EP - 377
VL - 27
IS - 3
DP - DeepDyve
ER -