Testing the tests: Using random number generators to improve empirical tests

Paul Leopardi

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

Testing the tests: Using random number generators to improve empirical tests

Paul Leopardi^*

^*Corresponding author for this work

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

3 Citations (Scopus)

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.

Original language	English
Title of host publication	Monte Carlo and Quasi-Monte Carlo Methods 2008
Publisher	Springer Verlag
Pages	501-512
Number of pages	12
ISBN (Print)	9783642041068
DOIs	https://doi.org/10.1007/978-3-642-04107-5_32
Publication status	Published - 2009
Event	8th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing, MCQMC 2008 - Montreal, QC, Canada Duration: 6 Jul 2008 → 11 Jul 2008

Publication series

Name	Monte Carlo and Quasi-Monte Carlo Methods 2008

Conference

Conference	8th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing, MCQMC 2008
Country/Territory	Canada
City	Montreal, QC
Period	6/07/08 → 11/07/08

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

Cite this

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title = "Testing the tests: Using random number generators to improve empirical tests",

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.",

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Leopardi, P 2009, Testing the tests: Using random number generators to improve empirical tests. in Monte Carlo and Quasi-Monte Carlo Methods 2008. Monte Carlo and Quasi-Monte Carlo Methods 2008, Springer Verlag, pp. 501-512, 8th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing, MCQMC 2008, Montreal, QC, Canada, 6/07/08. https://doi.org/10.1007/978-3-642-04107-5_32

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AB - 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.

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BT - Monte Carlo and Quasi-Monte Carlo Methods 2008

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Testing the tests: Using random number generators to improve empirical tests

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