On a possible error of type II in statistical evaluation of pseudo-random number generators

DOI10.1007/BF02309340MaRDI QIDQ1909596zbMATH OpenOpenAlexFDO

Authors G. Urgin-Šparac, D. Urgin-Šparac

Publication date 8 May 1996

Published in Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02309340

zbMATH Keywords

critical distributionspseudo-random number generatorsrandom number generatorsubinterval renewal process

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Inference from stochastic processes (62M99) Random number generation in numerical analysis (65C10)

Review text

The paper is a continuation of a sequence of articles by both authors. The quality of a random number generator \(G\) can be tested via tests of the statistical properties of the so-called renewal process (RP) simulated with the help of \(G\). RP's are often very sensitive to the deviation of \(G\) from uniformity. There are, however, distributions (called critical) for which the properties of RP are arbitrary close to the properties of RP corresponding to the uniform distribution case. Two such distributions are presented. A method (subinterval renewal process) is presented allowing to detect whether the distribution of \(G\) is critical. No application of the results on the widely used random number generators are presented.

Recommendations

• A Natural Algorithm for Generation of Pseudo-Random Numbers and its Applications
• A Repetition Test for Pseudo-Random Number Generators
• Note on a Proposed Test for Random Number Generators
• On the adequacy of pseudy-random number generators (or: How big a period do we need?)

Cites work

• scientific article; zbMATH DE number 3750146 (Why is no real title available?)
• scientific article; zbMATH DE number 4197027 (Why is no real title available?)
• Optimal multipliers for pseudo-random number generation by the linear congruential method
• Problem of uniqueness in the renewal process generated by the uniform distribution
• Stochastic investigations of pseudo-random number generators
• Uniform Random Number Generators

Cited in

(3)

• Problem of uniqueness in the renewal process generated by the uniform distribution
• Symmetry property of multiplicative congruential random number generator in chi-square test
• scientific article; zbMATH DE number 4197027 (Why is no real title available?)

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