Issue No.08 - August (1985 vol.34)
G. Marsaglia , Department of Computer Science, Washington State University
A recently proposed test for uniform random number generators is based on the mean and variance of the outcome of a sequence of iterations. This note points out that many nonuniform random number generators would pass such a test, and derives an improved test based on the exact distribution of the outcome.
tests of randomness, Markov chains, random number generation, simulation
G. Marsaglia, "Note on a Proposed Test for Random Number Generators", IEEE Transactions on Computers, vol.34, no. 8, pp. 756-758, August 1985, doi:10.1109/TC.1985.1676623