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2008 Aug 17
1
Wichmann-Hill Random Number Generator and the Birthday Problem
...nteresting birthday problem. If there are M possible numbers, randomly draw N numbers from them, the average number of dupilcations D = N(N-1)/2/M. For Knuth-TAOCP and Knuth-TAOCP-2002, M=2^30, since this modulus is used. D = 46566.12 for N=10M samples. For Marsaglia-Multicarry, Super-Duper and Mersene-Twister, M=2^32. D = 11641.53 for N = 10M samples. My testing results (see below) agree with above analysis. But for Wichmann-Hill, it wasn't. Wichmann-Hill's cycle is 6.9536e12 (refer to RNG help by ?RNG and Whichmann's correction in 1984). Thus M <= 6.9536e12. D >= 7.19052...