Best two PRNG for calculators
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08-31-2014, 10:23 AM
Post: #4
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RE: Best two PRNG for calculators
(08-30-2014 11:38 PM)Paul Dale Wrote: Care to elucidate on your methodology for testing these for randomness? I am aware that there is a massive suite of tests. I chose a subset of tests for a variety of reason (not to mention time, practicality, and not being paid to do this). I use Excel (and Excel VBA code) to test PRNG functions in groups of 8. I perform the following steps: 1) Generate 32 runs for each PRNG function. 2) Each run generates 100,000 numbers. 3) I calculate and observe the following statistics for each 100,000 numbers: a. The mean value. b. The standard deviation. c. The auto-correlation for the first 30 lags. I record the minimum value, maximum value and sum of the auto-correlations. d. The Chi-square stat for the histograms with bins of 0.1 size. The ideal value for each bin is 1000. e. The Chi-square stat for the histograms with bins of 0.05 size. The ideal value for each bin is 500. 4) I calculate an empirical factor based on the mean, standard deviation, minimum auto-correlation, maximum auto-correlation, sum of auto-correlations, Chi-Square for the 10-bins histogram data, Chi-Square for the 20-bin histogram data. The empirical factors tend to penalize a run of random numbers for deviating from expected values. 5) I rank the results based on the empirical factors, seeking the smallest rank values. I calculate the mean, standard deviation, minimum, maximum, and confidence interval for the 32 factor values for each PRNG function. 6) I select the minim mean factor value. |
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Messages In This Thread |
Best two PRNG for calculators - Namir - 08-30-2014, 11:57 AM
RE: Best two PRNG for calculators - Paul Dale - 08-30-2014, 11:38 PM
RE: Best two PRNG for calculators - Namir - 08-31-2014 10:23 AM
RE: Best two PRNG for calculators - robert rozee - 08-31-2014, 07:07 AM
RE: Best two PRNG for calculators - Paul Dale - 09-01-2014, 05:51 AM
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