On the performance of birthday spacings tests with certain families of random number generators (Q5938371)
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scientific article; zbMATH DE number 1621877
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English | On the performance of birthday spacings tests with certain families of random number generators |
scientific article; zbMATH DE number 1621877 |
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On the performance of birthday spacings tests with certain families of random number generators (English)
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5 March 2002
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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).
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random number generators
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birthday spacings
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distribution
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statistical tests
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performance
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spectral test
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