• Title of article

    On the performance of birthday spacings tests with certain families of random number generators Original Research Article

  • Author/Authors

    Pierre L’Ecuyer، نويسنده , , Richard Simard، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2001
  • Pages
    7
  • From page
    131
  • To page
    137
  • Abstract
    We 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. We provide a rule of thumb 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, Taus worthe, non linear inversive, etc. Full period linear congruential generators with a good behavior in the spectral test, for example, start to fail the two-dimensional test decisively at sample sizes approximately equal to the cubic root of their period length (or modulus).
  • Keywords
    Birthday spacings , Random number generators , Distribution , Statistical tests
  • Journal title
    Mathematics and Computers in Simulation
  • Serial Year
    2001
  • Journal title
    Mathematics and Computers in Simulation
  • Record number

    853722