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Note on a Proposed Test for Random Number Generators
August 1985 (vol. 34 no. 8)
pp. 756-758
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.
Index Terms:
tests of randomness, Markov chains, random number generation, simulation
Citation:
G. Marsaglia, "Note on a Proposed Test for Random Number Generators," IEEE Transactions on Computers, vol. 34, no. 8, pp. 756-758, Aug. 1985, doi:10.1109/TC.1985.1676623
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