Accession Number:

ADA099397

Title:

Entropy-Based Random Number Evaluation

Descriptive Note:

Technical rept.

Corporate Author:

OHIO STATE UNIV COLUMBUS DEPT OF STATISTICS

Report Date:

1981-04-01

Pagination or Media Count:

47.0

Abstract:

Recent work has shown how to test a simple hypothesis of uniformity on the interval 0, 1 by using estimates of entropy. In this paper we use Monte Carlo methods to extend previous tables of critical points and power for such entropy tests to the large sample sizes likely to be desirable when evaluating the output of one or more random number generators. A comparison with asymptotic critical points and power is made. The results are used to evaluate a number of commonly used random number generators. At least one random number generator judged good by the spectral test multiplier 515 is found unsuitable for use. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE