Testing the Tests: Using Random Number Generators to Improve Empirical Tests

Paul Leopardi ()
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Paul Leopardi: Australian National University, Mathematical Sciences Institute

A chapter in Monte Carlo and Quasi-Monte Carlo Methods 2008, 2009, pp 501-512 from Springer

Abstract: Abstract The implementer of an empirical test for random number generators is faced with some difficult problems, especially if the test is based on a statistic which is known only approximately: How can the test be tested? How can the approximation be improved? When is it good enough? A number of principles can be applied to these problems. These principles are illustrated using implementations of the overlapping serial “Monkey” tests of Marsaglia and Zaman.

Keywords: Random Number Generator; Word Pair; Correlation Class; Random String; Correlation Vector (search for similar items in EconPapers)
Date: 2009
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-642-04107-5_32

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DOI: 10.1007/978-3-642-04107-5_32

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