Testing random Number generators
Prof. Richard B. Goldstein

Select a random number generator
** Then, press 'Choice Made' button **

	JavaScript Internal
	Randu
	Siman
	Simscript
	L'Ecuyer
These are described below

Return to Statistics

Chi-Square goodness-of-fit

n (1,000,000 max)

Generator:

Dimensions	Chi-square	z	two-tailed prob	cell min	cell max
1-D (100 bins)
2-D (10x10=100 bins)
3-D (10x10x10=1000 bins)

[The Canvas goes here]

Runs Test

n (1,000,000 max)
Generator:
runs up runs down total runs z two-tailed prob

Autocorrelation Test

n (100,000 max)
Generator:
correlation	z-statistic	two-tailed prob

• Randu (a "terrible" generator) with period = 2.147 x 10⁹
  Z_i = (2¹⁶+3)*Z_i-1 mod 2³¹
  R_i = z_i/2³¹

• Siman with period = 2.147 x 10⁹
  Z_i = 7⁵*Z_i-1 mod 2³¹-1
  R_i = z_i/(2³¹-1)

• Simscript with period = 2.147 x 10⁹
  Z_i = 630360016*Z_i-1 mod 2³¹-1
  R_i = z_i/(2³¹-1)

• L'Ecuyer with period = 2.306 x 10¹⁸
  Two seeds: S1 in [1, 2147483562], S2 in [1, 2147483398]

  K = INT[S1/53668]
  S1 = 40014 * (S1 - K * 53668) - K * 12211
  IF S1 < 0 THEN S1 = S1 + 2147483563

  K = INT[S2/52774]
  S2 = 40692 * (S2 - K * 52774) - K * 3791
  IF S2 < 0 THEN S2 = S2 + 2147483399

  D = S1 - S2
  IF D < 1 THEN D = D + 2147483562
  R_i = D * 4.656613E-10