Title :
Note on a Proposed Test for Random Number Generators
Author :
Marsaglia, George
Author_Institution :
Department of Computer Science, Washington State University
Abstract :
A recently proposed test for uniform random number generators is based on the mean and variance of the outcome of a sequence of iterations. This note points out that many nonuniform random number generators would pass such a test, and derives an improved test based on the exact distribution of the outcome.
Keywords :
Markov chains; random number generation; simulation; tests of randomness; Computational modeling; Computer science; Computer simulation; Frequency; Random number generation; Random variables; Testing; Markov chains; random number generation; simulation; tests of randomness;
Journal_Title :
Computers, IEEE Transactions on
DOI :
10.1109/TC.1985.1676623
