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Subject: Re: randomness of random number generators? somewhat OT

Author: Scott Gasch

Date: 13:55:17 10/03/05

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On October 02, 2005 at 12:44:30, Scott Gasch wrote:

>On October 01, 2005 at 17:13:30, David Dahlem wrote:
>
>>Is there any way to test the true randomness of various random number
>>generators?
>>
>>Thanks
>>Dave
>
>Read Knuth "The Art of Computer Programming" vol. 3.  I don't have the precise
>pages with me (the book is at work) but the entire first chapter of that volume
>deals with random number generators and various statistical tests for
>randomness.  When I had to do something like this last I used Chi-Square and
>Kolmogorov-Smirnov.
>
>Scott

For the record: Chapter 3 in Knuth Volume _2_ (Seminumerical Algorithms) is what
I was talking about here.  Sections 3.3.1-3.3.4 (pgs. 41-119) deal with tests of
randomness.

Scott

Scott



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