Entry

Math: Statistics: How can you test the uniformity and independence of a sequence of random numbers?

Oct 3rd, 2004 12:54
Knud van Eeden,

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--- Knud van Eeden --- 03 October 2004 - 06:03 pm --------------------

Math: Statistics: How can you test the uniformity and independence of 
a sequence of random numbers?

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One or more or all of the following tests are in use:

01. Chi-square test (originally from Karl Pierson, 1900)

02. Kolmogorov-Smirnov test
    (Russian mathematicians Kolmogorov and Smirnov)

03. Equidistribution or frequency test

04. Gap test

05. Poker or partition test

06. Coupon collector's test

07. Permutation test

08. Run test

09. Maximum of t-test

10. Collision test

11. Birthday spacings test

12. Serial corrrelation test

13. Subsequences test

14. Spectral test

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Book: see also:

[book: see also: Knuth, Donald - the art of computer programming / 
volume 2 / Edition three, Addison-Wesley, semi-numerical algorithms - 
ISBN 0-201-89684-2 - page 1 to page 193]

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Internet: see also:

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Math: Number: Random: Link: Overview: Can you give an overview of 
links about random numbers?
http://www.faqts.com/knowledge_base/view.phtml/aid/31689/fid/1712

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Statistical Tests
http://mathworld.wolfram.com/topics/StatisticalTests.html

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