On the performance of birthday spacings tests with certain families of random number generators (Q5938371)

From MaRDI portal
Revision as of 20:58, 21 December 2023 by Importer (talk | contribs) (‎Created a new Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article; zbMATH DE number 1621877
Language Label Description Also known as
English
On the performance of birthday spacings tests with certain families of random number generators
scientific article; zbMATH DE number 1621877

    Statements

    On the performance of birthday spacings tests with certain families of random number generators (English)
    0 references
    0 references
    0 references
    5 March 2002
    0 references
    The authors examine how a statistical test based on discrete spacings between points, in one or more dimensions, detects the regularities in certain popular classes of random number generators. A rule of thumb is provided giving the minimal sample size for the test to reject the generator systematically, as a function of the generator's size (or period length), for generator families such as the linear congruential, Tauthworthe, nonlinear inversive etc. It is shown empirically that full period linear congruential generators with a good behavior in the spectral test, start to fail the two-dimensional test decisively at sample sizes approximately equal to cubic root of their period length (or modulus).
    0 references
    random number generators
    0 references
    birthday spacings
    0 references
    distribution
    0 references
    statistical tests
    0 references
    performance
    0 references
    spectral test
    0 references

    Identifiers