Testing the Tests: Using Random Number Generators to Improve Empirical Tests
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- Leopardi P. (2009) Testing the Tests: Using Random Number Generators to Improve Empirical Tests. In: L' Ecuyer P., Owen A. (eds) Monte Carlo and Quasi-Monte Carlo Methods 2008. Springer, Berlin, Heidelberg
The implementer of an empirical test for random number generators is faced with some difficult problems, especially if the test is based on a statistic which is known only approximately: How can the test be tested? How can the approximation be improved? When is it good enough? A number of principles can be applied to these problems. These principles are illustrated using implementations of the overlapping serial “Monkey” tests of Marsaglia and Zaman.
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