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(fwd) Re: BSD random() - any good (source included)?
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From: [email protected] (George Carr)
Subject: Re: BSD random() - any good (source included)?
Message-ID: <[email protected]>
Sender: [email protected]
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Organization: Supercomputer Systems Divison, Intel Corp.
References: <[email protected]> <[email protected]>
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Date: Tue, 28 Jun 1994 17:28:08 GMT
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Xref: bga.com sci.math:14998 sci.stat.math:1241
In article <[email protected]>, [email protected] (robert bursey) writes:
|> [email protected] writes:
|>
|> > I did a research paper on Computer Generated Random Number Sequences in
|> > 1991. Included are the results of testing numerous popular generators.
|> > The code used for testing the generators is also available if one
|> > is so inclined to do some testing of a particular generator. (The only
|> > thing is a thorough test to determine the limits of the generator can
|> > take many hours of CPU time).
|> >
|> > Perhaps later this week I'll post the paper and see what the response
|> > is. I'm always a bit apprehensive to post. Never sure what the
|> > response will be. Maybe someone will think it's interesting.
|> >
|> > David Deley
|> > [email protected]
|>
|> Does anybody know of a good test for randomness? I would definitely like to
|> know how good computer RNG's are. Post away!
The classic reference is Volume 2 of Donald Knuth's The Art of Computer
Programming, Second Edition, Seminumerical Algorithms. I highly recommend
it to anyone wanting to know what "random" is all about.
If you really need to know whether your generator is random-enough for
your application you should expect to do your own testing and yes it will
require many hours of your time in addition to that of your computer.
--
George R. Carr, Jr.
Intel Supercomputer Systems Division Parallel Systems Engineer
NOAA Forecast Systems Laboratory [email protected]
Research Lab 3, Rm A227 [email protected]
3100 Marine St, R/E/FS5 voice: 303-497-6130
Boulder, CO 80303 fax: 303-497-6821