Title :
A test of randomness based on the distance between consecutive random number pairs
Author :
Duggan, Matthew J. ; Drew, John H. ; Leemis, Lawrence M.
Author_Institution :
Dept. of Math., Coll. of William & Mary, Williamsburg, VA, USA
Abstract :
One of the most popular methods of generating "random" numbers for use in a computer program employs a Lehmer random number generator. If constructed properly, these generators yield streams of numbers that appear random but can also be easily replicated. However, Marsaglia (1968) discovered a potential flaw in these random number generators, namely, if consecutive n-tuples of the generated numbers are plotted in n-dimensional space, the points may fall into a small number of hyperplanes. In this paper, we compare the theoretical distribution of the distances to the actual distances produced by a specific random number generator in order to devise a statistical test of randomness for the validity of the random number generator.
Keywords :
random number generation; statistical distributions; Lehmer random number generator; distance distribution; randomness statistical test; Discrete event simulation; Educational institutions; Equations; Iterative algorithms; Lattices; Mathematics; Random number generation; Testing;
Conference_Titel :
Simulation Conference, 2005 Proceedings of the Winter
Print_ISBN :
0-7803-9519-0
DOI :
10.1109/WSC.2005.1574317
