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st: Mersenne Twister method as a pseudorandom number generator


From   "Shoji Tokunaga" <toksan@med.kyushu-u.ac.jp>
To   statalist@hsphsun2.harvard.edu
Subject   st: Mersenne Twister method as a pseudorandom number generator
Date   Mon, 19 Sep 2011 16:09:53 +0900 (JST)

I am wondering why Stata did not implement Mersenne Twister method as a 
pseudorandom number generator, PRNG.  The method is known to have 
several characteristics superior to George Marsaglia's 32-bit 
pseutorandom-number generator KISS currently adopted by Stata.

"It is proved that the period is 2^19937-1, and 623-dimensional 
equidistribution property is assured." 
(http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/ewhat-is-mt.html)

SAS, JMP, R, Systat have already installed Mersenne Twister method as a 
PRNG. The method is available to C++, Java, PHP, and other major 
programming languages.

+--------------------------------------------------------+
 Shoji Tokunaga
 Medical Information Center, Kyushu University Hospital
+--------------------------------------------------------+





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