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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