WOLFRAM|DEMONSTRATIONS PROJECT

Poor Statistical Qualities for the RANDU Random Number Generator

​
number of tuplets
100
500
1000
2500
5000
View 1
View 2
View 3
View 4
View 5
View 6
View 7
View 8
The RANDU linear congruential uniform random number generator was used in the 1960s. It has become infamous because when generated uniform values
U(0,1)
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
U(0,1)
are highly correlated and biased in whatever context they are used. ​