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," in IEEE Transactions on Computers, vol. 34, no. , pp. 756-758, 1985.