On 2 February 2011 at 23:45, Barry Rowlingson wrote: | On Wed, Feb 2, 2011 at 11:01 PM, Carl Witthoft <c...@witthoft.com> wrote: | > Hi, subject more or less says it all. | > | > I freely admit to not having bothered to find some of the online papers | > about method of testing the quality of random number generators -- but in an | > idle moment I wondered what to expect from something like the following: | > | > | > randa<-runif(1000) | > randb<-runif(1000) | > t.test(randa,randb)$p.value | > var.test(randa,randb)$p.value | > | > [repeat ad nauseum] | > | > | > Is the range of p-values I get in any way related tothe "quality" of the | > random number generator? | | Well yes. All pseudo random number generators have a period, after | which they come back to the start and begin churning out the same | sequence again. Good PRNGs have a sequence length that is | astronomically high. If you have a PRNG that has a sequence of 1000, | or 500, or 200 etc your two sets will be perfectly correlated... | | You might want to read up on RANDU, the infamous poor PRNG: | | http://en.wikipedia.org/wiki/RANDU | | “We guarantee that each number is random individually, but we don’t | guarantee that more than one of them is random.” | | The other things to look at are the DieHard tests: | http://en.wikipedia.org/wiki/Diehard_test
And/or the DieHarder test by Robert G Brown et al -- and with that the RDieHarder package on CRAN which wraps. (And I need to catch up to the fresh development in DieHarder Dirk | Barry | | ______________________________________________ | R-help@r-project.org mailing list | https://stat.ethz.ch/mailman/listinfo/r-help | PLEASE do read the posting guide http://www.R-project.org/posting-guide.html | and provide commented, minimal, self-contained, reproducible code. -- Dirk Eddelbuettel | e...@debian.org | http://dirk.eddelbuettel.com ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
