Dr. Helms: What did you use as your random number generator. Many of the RNGs that are based on the linear congruential method have certain patterns in their sequences that give interesting outputs from RNG tests. These patterns are not obvious, but result in unusually good performance (in comparison to RNG's that are much closer to true randomness) in the Diehard Parking and 3D Spheres tests and in some Monte Carlo simulations.
For your y = r*x1 + s*x2, there could also be some local or global correlation structures that are not obvious that could be giving you your results. At least right now, Marsaglia's KISS RNG is a pretty good RNG. I am not aware of any random number test it has failed. David Heiser . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
