Author: Eelco de Groot
Date: 18:42:21 12/30/01
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On December 30, 2001 at 18:54:45, Vincent Lejeune wrote: >On December 30, 2001 at 11:28:30, Russell Reagan wrote: > >>On December 30, 2001 at 10:10:32, Sune Fischer wrote: >> >>>A good PRNG should pass all known statistical tests that can be run within a >>>reasonable timeframe. >>> >>>-S. >> >>What are some examples of known statistical tests. I am not very familiar with >>the statistics field of mathematics. > >As I see at http://stat.fsu.edu/pub/diehard/ (the link Dieter Buerssner wrote) >there are at least 15 : > > HERE ARE YOUR CHOICES: > 1 Birthday Spacings > 2 Overlapping Permutations > 3 Ranks of 31x31 and 32x32 matrices > 4 Ranks of 6x8 Matrices > 5 Monkey Tests on 20-bit Words > 6 Monkey Tests OPSO,OQSO,DNA > 7 Count the 1`s in a Stream of Bytes > 8 Count the 1`s in Specific Bytes > 9 Parking Lot Test >10 Minimum Distance Test >11 Random Spheres Test >12 The Sqeeze Test >13 Overlapping Sums Test >14 Runs Test >15 The Craps Test A very simple test doing without any statistics you often read about would be to use two consecutive generated numbers as coordinates of a point. Plot the points on the screen and the screen should get filled up at random with many points. If any two numbers used as a coordinate pair are not independant this becomes evident as patterns in the output. The points may cluster along a line for instance. It does not say much about the degree of "unrandomness" and the human eye is quick to see patterns in such output when there really isn't any (just think about all the star constellations that we imagined to be all sorts of things, mythological heroes, animals, cooking utensils etc., from prehistory onwards). I believe the minimum distance test above does something like this and then uses statistics to get a measure of the degree of interdependancy of points. As we are being off topic already I hope I can take advantage of the occasion to say: "Happy New Year Everyone!" Eelco
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