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
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
Journal title :
Mathematics and Computers in Simulation