Perils of Simulation : Parallel Streams and the Case of Stata’s Rnormal Command

Large-scale simulation-based studies rely on at least three properties of pseudorandom number sequences. Since they behave like random numbers, they can be replicated and generated in parallel. However, there has been some divergence between empirical techniques employing random numbers and the stan...

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Bibliographic Details
Main Author: Owen Ozier
Language:en_US
Published: World Bank, Washington, D.C. 2013
Subjects:
bug
Online Access:http://hdl.handle.net/10986/16374