Re: [R] testing randomness of random number generators with student t-test?

2011-02-03 Thread Petr Savicky
On Wed, Feb 02, 2011 at 06:01:36PM -0500, Carl Witthoft wrote: 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

[R] testing randomness of random number generators with student t-test?

2011-02-02 Thread Carl Witthoft
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)

Re: [R] testing randomness of random number generators with student t-test?

2011-02-02 Thread Barry Rowlingson
On Wed, Feb 2, 2011 at 11:01 PM, Carl Witthoft c...@witthoft.com wrote: 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

Re: [R] testing randomness of random number generators with student t-test?

2011-02-02 Thread Phil Spector
Carl - Under the null hypothesis, the distribution of p-values for any statistical test should be uniform over the range from 0 to 1. So while the individual p-values you see in an experiment like the one you carried out aren't really meaningful, their ensemble behaviour is. So if you did

Re: [R] testing randomness of random number generators with student t-test?

2011-02-02 Thread Dirk Eddelbuettel
On 2 February 2011 at 23:45, Barry Rowlingson wrote: | On Wed, Feb 2, 2011 at 11:01 PM, Carl Witthoft c...@witthoft.com wrote: | 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