One of the most commonly used but not one of the best


Question: One of the most commonly used (but not one of the best) methods of generating pseudorandom numbers is the linear congruential method, which works as follows. Let x0 be an initial number (the "seed"). The sequence is generated recursively as

xn = (axn-1 + c) mod m

a. Choose values of a, c, and m, and try this out. Do the sequences "look" random?

b. Making good choices of a, c, and m involves both art and theory. The following are some values that have been proposed:

(1) a = 69069, c = 0, m = 231;

(2) a = 65539, c = 0, m = 231.

The latter is an infamous generator called RANDU. Try out these schemes, and examine the results.

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Basic Statistics: One of the most commonly used but not one of the best
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