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Perils of simulation : parallel streams and the case of stata's rnormal command (English)

Abstract

Large-scale simulation-based studies rely on at least three properties of pseudorandom number sequences: they behave in many ways like truly random numbers; they can be replicated; and they can be generated in parallel. There has been some divergence,... See More +

Details

  • Ozier, Owen;
  • 2012/11/01
  • Policy Research Working Paper
  • WPS6278
  • 1
  • 1
  • World
  • The World Region
  • 2012/11/28
  • Disclosed
  • Perils of simulation : parallel streams and the case of stata's rnormal command
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