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. © Springer-Verlag Berlin Heidelberg 2009.
CITATION STYLE
Leopardi, P. (2009). Testing the tests: Using random number generators to improve empirical tests. In Monte Carlo and Quasi-Monte Carlo Methods 2008 (pp. 501–512). Springer Verlag. https://doi.org/10.1007/978-3-642-04107-5_32
Mendeley helps you to discover research relevant for your work.