Path: utzoo!utgpu!news-server.csri.toronto.edu!cs.utexas.edu!uwm.edu!ux1.cso.uiuc.edu!ux1.cso.uiuc.edu!uxh.cso.uiuc.edu!mead
From: mead@uxh.cso.uiuc.edu
Newsgroups: comp.lang.pascal
Subject: Re: help on random number generator & t
Message-ID: <13000011@uxh.cso.uiuc.edu>
Date: 23 Jul 90 23:39:00 GMT
References: <23899@adm.BRL.MIL>
Lines: 25
Nf-ID: #R:adm.BRL.MIL:23899:uxh.cso.uiuc.edu:13000011:000:1191
Nf-From: uxh.cso.uiuc.edu!mead    Jul 23 18:39:00 1990


Actually, I believe Philip Munts helped me out before and appeared
sharp while doing it, but ...

I tested the random number generators in Press et al s' (sp?)
_Numerical Recipes_ against the TP5.5 function RANDOM (with the
RANDOMIZE function's seed, whatever that is - a longint I guess) using
the "empirical derivation of Pi" test program with favorable results.
Well, actually, both where only good.  Neither reproduced Pi to more
than a digit or two :(  I think I looked at a couple of other (self
invented) tests and turned out fine.

'Course, just because Press et al think they're godlike doesn't mean we
all have to get nose bleeds bowing to them :) - maybe their generator
isn't so hot.  I'd prefer running statistical tests on samples of a few
100K numbers before I bet my life on them.

Actually, that's a question I've thought about - "What test are there
to determine the soundness of a random number generator?" - our lab
cranks monty carlo simulations out all the time and my advisor is of
the opinion that "The generators have been out there long enough that
all the bugs have been worked out.  Yeah, the general problem has been
solved."

-alan mead : mead@uxh.cso.uiuc.edu