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The generator computes an odd 128-bit value and returns its upper 64 bits. This generator passes BigCrush from TestU01, but fails the TMFn test from PractRand. That test has been designed to catch exactly the defect of this type of generator: since the modulus is a power of 2, the period of the lowest bit in the output is only 2 62, rather than ...
The time saving is minimal, as the most expensive operation (the 64×64-bit multiply) remains, so the normal version is preferred except in extremis. Still, this faster version also passes statistical tests. [4] When executing on a 32-bit processor, the 64×64-bit multiply must be implemented using three 32×32→64-bit multiply operations.
If c = 0, the generator is often called a multiplicative congruential generator (MCG), or Lehmer RNG. If c ≠ 0, the method is called a mixed congruential generator. [1]: 4- When c ≠ 0, a mathematician would call the recurrence an affine transformation, not a linear one, but the misnomer is well-established in computer science. [2]: 1
In the social sciences, a result may be considered statistically significant if its confidence level is of the order of a two-sigma effect (95%), while in particle physics and astrophysics, there is a convention of requiring statistical significance of a five-sigma effect (99.99994% confidence) to qualify as a discovery.
The second has one 64-bit word of state and period 2 64 −1. The last one has four 32-bit words of state, and period 2 128 −1. The 128-bit algorithm passes the diehard tests. However, it fails the MatrixRank and LinearComp tests of the BigCrush test suite from the TestU01 framework. All use three shifts and three or four exclusive-or operations:
Default generator in R and the Python language starting from version 2.3. Xorshift: 2003 G. Marsaglia [26] It is a very fast sub-type of LFSR generators. Marsaglia also suggested as an improvement the xorwow generator, in which the output of a xorshift generator is added with a Weyl sequence.
Wichmann–Hill is a pseudorandom number generator proposed in 1982 by Brian Wichmann and David Hill. [1] It consists of three linear congruential generators with different prime moduli, each of which is used to produce a uniformly distributed number between 0 and 1. These are summed, modulo 1, to produce the result. [2]
A randomness test (or test for randomness), in data evaluation, is a test used to analyze the distribution of a set of data to see whether it can be described as random (patternless).