Some Techniques for Testing Pseudo-Random Number Sequences.
MASSACHUSETTS INST OF TECH LEXINGTON LINCOLN LAB
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Statistical tests are presented which may be applied to any type of pseudo-random number generator to ascertain whether its statistics have certain desired properties. Possible pitfalls are discussed, along with a computer program to implement these tests. The program was applied to several types of uniformly-distributed generators, including the mixed-congruence, the exclusive-or-and-shift, and the CDC RANF generator. Each of these was found to exhibit statistical irregularities, indicating that care is necessary in the selection of a generator. A second computer program is described which tests the correlation between two pseudo-random number sequences. A practical example of its application provides insight into the generation of multiple sequences with a single generator. Author
- Statistics and Probability
- Computer Programming and Software