MC Digital Test

[Neil P Firth]

Hi,

Interesting that changing the mutable status changed the output. It
shouldn't make much difference to the valuation on a large number of
replications. How much does the value change by?

Neil

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  Neil Firth
  Brasenose College Oxford OX1 4AJ United Kingdom
  Office: 01865 280616
  [hidden email]
  http://www.maths.ox.ac.uk/~firth
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[Luigi Ballabio-2]

At 21:50 03/11/2004, Neil P Firth wrote:
>Interesting that changing the mutable status changed the output.

Well, the static variable was causing the two generators to mess with each
other's state. I've a feeling neither of them was producing a very good
random number sequence...

>It shouldn't make much difference to the valuation on a large number of
>replications. How much does the value change by?

Not much, about 0.1% in relative terms.

Later,
         Luigi