DocumentCode
1152149
Title
Note on a Proposed Test for Random Number Generators
Author
Marsaglia, George
Author_Institution
Department of Computer Science, Washington State University
Issue
8
fYear
1985
Firstpage
756
Lastpage
758
Abstract
A recently proposed test for uniform random number generators is based on the mean and variance of the outcome of a sequence of iterations. This note points out that many nonuniform random number generators would pass such a test, and derives an improved test based on the exact distribution of the outcome.
Keywords
Markov chains; random number generation; simulation; tests of randomness; Computational modeling; Computer science; Computer simulation; Frequency; Random number generation; Random variables; Testing; Markov chains; random number generation; simulation; tests of randomness;
fLanguage
English
Journal_Title
Computers, IEEE Transactions on
Publisher
ieee
ISSN
0018-9340
Type
jour
DOI
10.1109/TC.1985.1676623
Filename
1676623
Link To Document