Relay-Version: version B 2.10 5/3/83; site utzoo.UUCP Posting-Version: version B 2.10.1 6/24/83; site ecsvax.UUCP Path: utzoo!watmath!clyde!burl!ulysses!unc!mcnc!ecsvax!hes From: hes@ecsvax.UUCP (Henry Schaffer) Newsgroups: net.math.stat Subject: Re: Need tests for random number generators Message-ID: <467@ecsvax.UUCP> Date: Mon, 7-Jan-85 09:47:11 EST Article-I.D.: ecsvax.467 Posted: Mon Jan 7 09:47:11 1985 Date-Received: Tue, 8-Jan-85 05:38:06 EST References: <553@oddjob.UChicago.UUCP> Organization: NC State Univ. Lines: 18 In my opinion, testing the quality of a random number generator is a rotten job. Sometimes you can find something wrong, but you can seldom say enything more than, "So far, no obvious problems." If you still want to test, it is best to analyze how you are going to use them, and then test for the particular qualities you need. Common tests include: Equidistribution- divide your output interval (e.g. 0-1) into 10 or 20 subintervals, develop a frequency table of a LARGE number of random numbers, and use the Chi-Square Test. Lag Correlations-correlations between adjacent random numbers; correlations between random numbers i apart (i=1,2,3,...)- where you stop is determined by your use, statistically test for the significance of the correlation coefficient(s). The problem is that deviations from randomness can be very subtle, some years ago Marsaglia had an article on Random Numbers Fall Mainly in the Planes (CACM?) showing the crysalline behavior of n-tuples from congruential random number generators. Probably the best place to start reading is Knuth's Volume 2. --henry schaffer n. c. state univ. ...mcnc!ecsvax!hes