• DocumentCode
    2998163
  • 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
  • fYear
    2005
  • fDate
    4-7 Dec. 2005
  • 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;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Simulation Conference, 2005 Proceedings of the Winter
  • Print_ISBN
    0-7803-9519-0
  • Type

    conf

  • DOI
    10.1109/WSC.2005.1574317
  • Filename
    1574317