Abstract
Random number generators (RNGs) are commonly used in simulations. The overlapping serial test is an important test that examines the randomness of RNGs. Its theory has been well-developed but its true ability for rejecting poor RNGs is not known. In this paper, we study the power of the test against the RNGs included in the widely spread GNU Scientific Library. By systematically varying the choices of parameters of the test, we find a fine-tuned version that rejects 29 RNGs out of the total of 57 in the library. We will like to warn users not to use these 29 RNGs.
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© 2007 Springer-Verlag Berlin Heidelberg
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Xu, X., Tsang, W.W. (2007). An Empirical Study on the Power of the Overlapping Serial Test. In: Park, JW., Kim, T.G., Kim, YB. (eds) AsiaSim 2007. AsiaSim 2007. Communications in Computer and Information Science, vol 5. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-77600-0_32
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DOI: https://doi.org/10.1007/978-3-540-77600-0_32
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