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Article: Some difficult-to-pass tests of randomness

TitleSome difficult-to-pass tests of randomness
Authors
Issue Date2002
PublisherUniversity of California at Los Angeles, Department of Statistics. The Journal's web site is located at http://www.jstatsoft.org/
Citation
Journal Of Statistical Software, 2002, v. 7, p. 1-9 How to Cite?
AbstractWe describe three tests of randomness - tests that many random number generators fail. In particular, all congruential generators - even those based on a prime modulus-fail at least one of the tests, as do many simple generators, such as shift register and lagged Fibonacci. On the other hand, generators that pass the three tests seem to pass all the tests in the Diehard Battery of Tests. Note that these tests concern the randomness of a generator's output as a sequence of independent, uniform 32-bit integers. For uses where the output is converted to uniform variates in [0,1), potential flaws of the output as integers will seldom cause problems after the conversion. Most generators seem to be adequate for producing a set of uniform reals in [0,1), but several important applications, notably in cryptography and number theory - for example, establishing probable primes, complexity of factoring algorithms, random partitions of large integers - may require satisfactory performance on the kinds of tests we describe here.
Persistent Identifierhttp://hdl.handle.net/10722/89163
ISSN
2015 Impact Factor: 2.379
2015 SCImago Journal Rankings: 2.970
References

 

DC FieldValueLanguage
dc.contributor.authorMarsaglia, Gen_HK
dc.contributor.authorTsang, WWen_HK
dc.date.accessioned2010-09-06T09:53:10Z-
dc.date.available2010-09-06T09:53:10Z-
dc.date.issued2002en_HK
dc.identifier.citationJournal Of Statistical Software, 2002, v. 7, p. 1-9en_HK
dc.identifier.issn1548-7660en_HK
dc.identifier.urihttp://hdl.handle.net/10722/89163-
dc.description.abstractWe describe three tests of randomness - tests that many random number generators fail. In particular, all congruential generators - even those based on a prime modulus-fail at least one of the tests, as do many simple generators, such as shift register and lagged Fibonacci. On the other hand, generators that pass the three tests seem to pass all the tests in the Diehard Battery of Tests. Note that these tests concern the randomness of a generator's output as a sequence of independent, uniform 32-bit integers. For uses where the output is converted to uniform variates in [0,1), potential flaws of the output as integers will seldom cause problems after the conversion. Most generators seem to be adequate for producing a set of uniform reals in [0,1), but several important applications, notably in cryptography and number theory - for example, establishing probable primes, complexity of factoring algorithms, random partitions of large integers - may require satisfactory performance on the kinds of tests we describe here.en_HK
dc.languageengen_HK
dc.publisherUniversity of California at Los Angeles, Department of Statistics. The Journal's web site is located at http://www.jstatsoft.org/en_HK
dc.relation.ispartofJournal of Statistical Softwareen_HK
dc.titleSome difficult-to-pass tests of randomnessen_HK
dc.typeArticleen_HK
dc.identifier.emailTsang, WW:tsang@cs.hku.hken_HK
dc.identifier.authorityTsang, WW=rp00179en_HK
dc.description.naturelink_to_subscribed_fulltext-
dc.identifier.scopuseid_2-s2.0-0347666758en_HK
dc.identifier.hkuros67138en_HK
dc.relation.referenceshttp://www.scopus.com/mlt/select.url?eid=2-s2.0-0347666758&selection=ref&src=s&origin=recordpageen_HK
dc.identifier.volume7en_HK
dc.identifier.spage1en_HK
dc.identifier.epage9en_HK
dc.identifier.scopusauthoridMarsaglia, G=6603739473en_HK
dc.identifier.scopusauthoridTsang, WW=7201558521en_HK

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