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andb
2011 Feb 02
4
testing randomness of random number generators with student t-test?
Hi, subject more or less says it all.
I freely admit to not having bothered to find some of the online papers
about method of testing the quality of random number generators -- but
in an idle moment I wondered what to expect from something like the
following:
randa<-runif(1000)
randb<-runif(1000)
t.test(randa,randb)$p.value
var.test(randa,randb)$p.value
[repeat ad nauseum]
Is the range of p-values I get in any way related tothe "quality" of the
random number generator?
thanks
Carl