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
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