Compound Random Number Generators
Bruce Jay Collings · Journal of the American Statistical Association · 1987
Recently, Marsaglia (1984, Proceedings of the Sixteenth Symposium on the Interface) noted a trend toward increasingly more demanding use of random number generators. After observing that, for current uses, generators must pass increasingly more sophisticated tests for randomness in order to provide acceptable results, Marsaglia described a class of “combination” generators and recommended two specific combination generators that passed an extensive battery of stringent tests for randomness. The present article describes an alternative class of generators, which produce random values by compounding, or intermixing, several different sequences of random values. These “compound” generators are easier to implement, especially on smaller computers, than are Marsaglia's recommended generators. Five specific compound generators, two standard generators, and Marsaglia's two combination generators were subjected to several tests for randomness, including Marsaglia's stringent tests. The standard generators each failed at least one of the tests; Marsaglia's generators and all of the compound generators passed all of the tests.