A Repetition Test for Pseudo-Random Number Generators

Gil Manuel, Gonnet Gaston H. and Petersen Wesley P.

Monte Carlo Methods and Applications, 2006, vol. 12, issue 5, 385-393

Abstract: A new statistical test for uniform pseudo-random number generators (PRNGs) is presented. The idea is that a sequence of pseudo-random numbers should have numbers reappear with a certain probability. The expectation time that a repetition occurs provides the metric for the test. For linear congruential generators (LCGs) failure can be shown theoretically. Empirical test results for a number of commonly used PRNGs are reported, showing that some PRNGs considered to have good statistical properties fail. A sample implementation of the test is provided over the Internet.

Date: 2006
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DOI: 10.1515/156939606779329017

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