Accession Number : AD0785379
Title : Some Techniques for Testing Pseudo-Random Number Sequences.
Descriptive Note : Technical note,
Corporate Author : MASSACHUSETTS INST OF TECH LEXINGTON LINCOLN LAB
Personal Author(s) : Mannos,James L.
Report Date : 21 AUG 1974
Pagination or Media Count : 37
Abstract : Statistical tests are presented which may be applied to any type of pseudo-random number generator to ascertain whether its statistics have certain desired properties. Possible pitfalls are discussed, along with a computer program to implement these tests. The program was applied to several types of uniformly-distributed generators, including the mixed-congruence, the exclusive-or-and-shift, and the CDC RANF generator. Each of these was found to exhibit statistical irregularities, indicating that care is necessary in the selection of a generator. A second computer program is described which tests the correlation between two pseudo-random number sequences. A practical example of its application provides insight into the generation of multiple sequences with a single generator. (Author)
Descriptors : *PSEUDO RANDOM SYSTEMS, *COMPUTER PROGRAMMING, SAMPLING, PROBABILITY DENSITY FUNCTIONS, CONFIDENCE LIMITS, FORTRAN
Subject Categories : Statistics and Probability
Computer Programming and Software
Distribution Statement : APPROVED FOR PUBLIC RELEASE