Some Difficult-to-pass Tests of Randomness
We describe three tests of randomness-- tests that many random number generators fail. In particular, all congruential generators-- even those based on a prime modulus-- fail at least one of the tests, as do many simple generators, such as shift register and lagged Fibonacci. On the other hand, gene...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Foundation for Open Access Statistics
2002-01-01
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| Series: | Journal of Statistical Software |
| Online Access: | http://www.jstatsoft.org/index.php/jss/article/view/2288 |