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Some characterizations of the uniform distribution with applications to random number generation

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Abstract

Let U and V be independent random variables with continuous density function on the interval (0, 1). We describe families of functions g for which uniformity of U and V is equivalent to uniformity of g(U, V) on (0, 1). These results are used to prescribe methods for improving the quality of pseudo-random number generators by making them closer in distribution to the U (0, 1) distribution.

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Deng, LY., George, E.O. Some characterizations of the uniform distribution with applications to random number generation. Ann Inst Stat Math 44, 379–385 (1992). https://doi.org/10.1007/BF00058647

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  • DOI: https://doi.org/10.1007/BF00058647

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