Re: Testing a Pseudo-Random Generator




Luis A. Afonso wrote:
> Testing a Pseudo-Random Generator
> (GW-Basic 3.2)
>
>
>
> Strong prejudice still exists towards the "true random" vs
"pseudo-random"
> numbers (PRN).

No. There's no controversy regarding whether a generation process is
"random"
or "pseudorandom".

In the former, the next "random" number in a sequence is completely
unpreditable.
In the latter, the next "pseudorandom" number is usually completely
deterministic
opon the previous psudorandom nymbers in the sequence.

They both LOOK random.

Good pseudorandom number generators produce sequences that are
virtually
indistinguishable from those generated by a truly random process.



> This post deals with, precisely, a test (chi-squared) operated on
PRN.

Your test merely indicated the non-rejection of a hypothesis of a
uniform distribution in ONE dimension. You data may or may not
violated many other properties on a set of random numbers. For
example, the same generator may leave "holes" or unacceptably large
gaps in U(0,1) x U(0,1),

-- Bob.

-- Bob.

.



Relevant Pages

  • Re: random number question.
    ... between random numbers and pseudo-random numbers. ... They typically "gang up" on posters they think are female, ... the specifications for the generator. ... the chapter of Knuth's "The Art of Computer Programming" ...
    (comp.programming)
  • Re: Random Number Generator question
    ... Are the hardware seeded RNG really just pseudo-rng? ... The sequence is very long - long enough ... if the pseudo-random number generator is very bad, ...
    (rec.gambling.poker)
  • Re: random generation
    ... we need a random number generator. ... pseudo-random numbers generated with software on computers. ... If we get the same sequence of numbers every time we run the algorithm ... The cycle length is important. ...
    (sci.stat.consult)
  • Re: ID revisited ... ( Yet another reason for abandoning numerical
    ... pseudo-random number generator, ... this generator is unlikely to be used in numerical simulation ... made based on a percentage of each ticket sold "on average". ... wins the jackpot, it is rolled over to the next round of ticket sales ...
    (talk.origins)
  • Re: compiler independent random_seed() (newbie)
    ... You need to give the PRNG (pseudo-random number generator) a ... "good" stream of PRN is compiler-dependent. ... This is indeed a quality-of-implementation issue that we (gfortran ...
    (comp.lang.fortran)

Loading