[net.astro.expert] Need tests for random number generators

paul@oddjob.UChicago.UUCP (Paul Schinder) (01/05/85)

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I am doing Monte Carlo integrations on several different machines, and I am
using several different random number generators.  I don't know how reliable
these generators actually are. Does anyone out there have a test program
which will take the output of a random number generator and check the
numbers produced to see whether they are suitable for use as random numbers?
What tests are usually used to test random number generators?

Thanks.
-- 


				Paul Schinder
				Astronomy and Astrophysics Center
				University of Chicago
				uucp: ..!ihnp4!oddjob!paul

gwyn@brl-tgr.ARPA (Doug Gwyn <gwyn>) (01/07/85)

> What tests are usually used to test random number generators?

Knuth volume 2 is mandatory reading for this subject.