On the performance of birthday spacings tests with certain families of random number generators

L’Ecuyer, Pierre and Richard Simard

Mathematics and Computers in Simulation (MATCOM), 2001, vol. 55, issue 1, 131-137

Abstract: We examine how a statistical test based on discrete spacings between points, in one or more dimensions, detects the regularities in certain popular classes of random number generators. We provide a rule of thumb giving the minimal sample size for the test to reject the generator systematically, as a function of the generator’s size (or period length), for generator families such as the linear congruential, Taus worthe, non linear inversive, etc. Full period linear congruential generators with a good behavior in the spectral test, for example, start to fail the two-dimensional test decisively at sample sizes approximately equal to the cubic root of their period length (or modulus).

Keywords: Random number generators; Birthday spacings; Distribution; Statistical tests (search for similar items in EconPapers)
Date: 2001
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Citations: View citations in EconPapers (8)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:matcom:v:55:y:2001:i:1:p:131-137

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