Re: Testing a Pseudo-Random Generator

Allen wrote:


>Wrong. Linear combination of normals => normal. T >distribution comes
>from dividing by the square root of a chi-square (which >your code does).

> >Each time two independent 20-sized samples were >>simulated and the sample
>> statistics t0 was calculated. Your code says 10.

> Frequencies of t0 in the interval
> [-1.201, +1.201]
>That's 2.101. It's correct in your code.

> (continuing to test my RNG).
>Please read the literature (e.g. Knuth or Marsaglia) >before continuing.

My comment:

What a confusion! Linear combination of normals? Absolutely not.
I simulated pairs of (independent) normal samples each of size 10 (yes, not 20, inattention) and found (by repetition) the experimental confidence interval. I am less interested (as an practical statistician) to learn about to find a good RNG than to test my <spade> ... since I have not a <tractor>.
I know “The Art of Computing” since the 80`s , thanks by the advise, even so.


licas_@xxxxxxxxxxx
.

Relevant Pages

  • Re: Noncentral Chi Distribution
    ... Chi-square is included in the statistics ... The non-centrality parameter for the N-C chi may also be expressed in terms of a square root, so you may have to square that. ... Depending on what you mean by "evaluation", this is fairly straight-forward, using the functions in the Statistics Toolbox for the NC chi-square. ...
    (comp.soft-sys.matlab)
  • Re: diehard and ent results quesion
    ... >>probability of rejecting a good generator. ... The question was about applying a chi-square test ... That's what makes the averaging suggestion so very bad. ... or most any introductory statistics text for ...
    (sci.crypt)
  • Re: Chi-square for binomial samples
    ... Most chi-square statistics that I have seen assume ... hypergeometric distribution. ... The row totals do ...
    (sci.stat.math)
  • Re: Finding the phase of unknown signals in data
    ... result of the FFT in a given bin (you took the square root of the sum ... phase of signals at different frequencies can't be compared. ... compare phaserelative to some predetermined point in the ... repeating pattern set. ...
    (comp.dsp)
  • Frequency.
    ... Frequency or pitch can be derived from, or related to, the square root ... Bernard Chouet did some work on the frequencies of seismic waves, ... earth -especially such materials as earth near the point of ... can produce any tension. ...
    (sci.geo.earthquakes)