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Type B uncertainty … random number generator
Pseudo random number generators are used, e.g. Lehmer type, multiplicative-
congruential of the form:
r
n+1
=Br
n
mod2
M
with B,M and r
0
(the “seed” of the sequence) appropriately selected.
•
These generators are generally robust in benchmarked and extensively used
codes
•
These generators are periodic with a period of 2
M
. Exceeding this period might
underestimate result variance
•
If you are using different simulations to estimate Var(k) make sure the seed is
different