单种子和多种子对正态随机序列质量的影响

PDF(1941 KB)

振动与冲击 ›› 2011, Vol. 30 ›› Issue (1) : 49-55.

论文

单种子和多种子对正态随机序列质量的影响

赵学智;叶邦彦

作者信息 +

Influence of Single Seed and Multi-seed on Quality of Normal Distribution Random Sequence

ZHAO Xue-zhi; YE Bang-yan

Author information +

文章历史 +

摘要

通常一个正态随机序列是由同一个种子生成的，然而实际上序列中的每一个随机数还可用不同的种子来产生。提出了多种子的产生方法以及连续调用随机数发生器时防止产生相同序列的措施，利用统计模拟和假设检验理论，采用四个不同的统计量从正态性、均值、方差、随机性这四个方面对单、多种子法在不同时间段生成的大量随机序列的质量进行了对比研究，结果表明，多种子法生成的随机序列在正态性和方差质量方面有明显的优势，而在均值和随机性方面，这两种方法的效果基本一致，故总的说来多种子法要优于单种子法。

Abstract

Generally a normal distribution random sequence is generated by a single seed, but in fact each random number in this sequence can also be generated by different seeds. The method to generate different seeds is put forward and the measure to avoid generating same sequences when random number generator is transferred continuously is proposed. Four statistical parameters being used, the qualities of a great lot of normal random sequences, which are generated by single seed and multi-seed methods respectively at different time, are contrastively studied in the aspects of normality, mean, deviation and randomicity by virtue of statistical simulation and hypothesis test theory. The results show that random sequences generated by multi-seed method have the evident advantage in normality and deviation quality, while in mean and randomicity quality, the effect of these two methods are basically same to each other, so as a whole, the multi-seed method is better than the single seed one.

导出引用

赵学智;叶邦彦. 单种子和多种子对正态随机序列质量的影响[J]. 振动与冲击, 2011, 30(1): 49-55

ZHAO Xue-zhi;YE Bang-yan. Influence of Single Seed and Multi-seed on Quality of Normal Distribution Random Sequence[J]. Journal of Vibration and Shock, 2011, 30(1): 49-55