The first return time test of pseudorandom numbers (Q1612346)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The first return time test of pseudorandom numbers |
scientific article |
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The first return time test of pseudorandom numbers (English)
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22 August 2002
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The authors discuss a new method of testing pseudorandom number generators based on the first return time of the initial block of some fixed length in a generated binary sequence. The authors present a formula for the exact conditional distribution of the first return time and then use it to compare observed return times of random number generators using the Kolmogorov-Smirnov test and the Z-test. The later relies on the means and standard deviations for the return time, its square root and the logarithm.
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pseudorandom number generators
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return time
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Kolmogorov-Smirnov test
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Z-test
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