An efficient generator of uniformly distributed random variates between zero and one

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Abstract
A random number generator particularly well suited for simula tion work on microcomputers is presented. The generator dif fers from conventional generators in that the floating point representation of the variate is constructed directly without first going the way of an equivalent integer representation of the variate. Implementations of the generator in FORTRAN-77 and PASCAL/MT+ for the IBM PC are presented, and the results of extensive empirical tests of the generator are provided. The generator is shown to be about as fast as conventional 16-bit congruential generators but with substantially better statistical properties and at least one order of magnitude longer period.

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