Pseudo-random number generators can bias Monte Carlo simulations of the standard normal probability distribution function with initial seeds selection. Five generator designs were initial-seeded with values from 10000HEX to 1FFFFHEX, estimates of the mean were calculated for each seed, the distribution of mean estimates was determined for each generator and simulation histories were graphed for selected seeds.
Hill, Jack C. and Sawilowsky, Shlomo S.
"Bias in Monte Carlo Simulations Due To Pseudo-Random Number Generator Initial Seed Selection,"
Journal of Modern Applied Statistical Methods:
1, Article 5.
Available at: http://digitalcommons.wayne.edu/jmasm/vol10/iss1/5