Poor Statistical Qualities for the RANDU Random Number Generator
Poor Statistical Qualities for the RANDU Random Number Generator
The RANDU linear congruential uniform random number generator was used in the 1960s. It has become infamous because when generated uniform values are used three at a time in a 3-tuple (tuplet), the generator is biased. When the 3-tuples are plotted, one can observe that they fall on one of 15 planes in three-dimensional space. As a result, the are highly correlated and biased in whatever context they are used.
U(0,1)
U(0,1)