Overcoming the multiple‐testing problem when testing randomness

Neil H. Spencer

Journal of the Royal Statistical Society Series C, 2009, vol. 58, issue 4, 543-553

Abstract: Summary. We propose a new method for overcoming the problem of adjusting for the multiple‐testing problem in the context of testing random‐number generators. We suggest that it is to be used in conjunction with an existing method. More generally, the method can be useful in other situations where the multiple‐testing issue is encountered and the tests involved are not independent of each other, and their exact joint distribution is not readily available. The method makes use of the Mahalanobis distance and simulation. An example of its implementation is given by using data from a roulette wheel.

Date: 2009
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
https://doi.org/10.1111/j.1467-9876.2009.00666.x

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bla:jorssc:v:58:y:2009:i:4:p:543-553

Ordering information: This journal article can be ordered from
http://ordering.onli ... 1111/(ISSN)1467-9876

Access Statistics for this article

Journal of the Royal Statistical Society Series C is currently edited by R. Chandler and P. W. F. Smith

More articles in Journal of the Royal Statistical Society Series C from Royal Statistical Society Contact information at EDIRC.
Bibliographic data for series maintained by Wiley Content Delivery ().