Given m1=32363, a1=157, m2=31727, a2=146, m3=31657 and a3=142 Generate three random numbers with the combined LCG using
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Given m1=32363, a1=157, m2=31727, a2=146, m3=31657 and a3=142
Generate three random numbers with the combined LCG using initial seeds Xi,0=100,300,500 for the individual generators i=1,2,3 respectively.
Related Book For
An Introduction to the Mathematics of Financial Derivatives
ISBN: 978-0123846822
3rd edition
Authors: Ali Hirsa, Salih N. Neftci
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