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A Repetition Test for Pseudo-Random Number Generators

Author

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  • Gil Manuel
  • Gonnet Gaston H.
  • Petersen Wesley P.

    (SAM, Mathematik, ETHZ, HG G-52.1 Zurich, CH8092)

Abstract

A new statistical test for uniform pseudo-random number generators (PRNGs) is presented. The idea is that a sequence of pseudo-random numbers should have numbers reappear with a certain probability. The expectation time that a repetition occurs provides the metric for the test. For linear congruential generators (LCGs) failure can be shown theoretically. Empirical test results for a number of commonly used PRNGs are reported, showing that some PRNGs considered to have good statistical properties fail. A sample implementation of the test is provided over the Internet.

Suggested Citation

  • Gil Manuel & Gonnet Gaston H. & Petersen Wesley P., 2006. "A Repetition Test for Pseudo-Random Number Generators," Monte Carlo Methods and Applications, De Gruyter, vol. 12(5), pages 385-393, November.
    • Handle: RePEc:bpj:mcmeap:v:12:y:2006:i:5:p:385-393:n:1
    DOI: 10.1515/156939606779329017
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