Tagged Questions
10
votes
3answers
373 views
Testing data against a known distribution
I asked a question similar to this a while ago, and the general answer was "your question is too vague". So let me try again with a little more detail...
I have written a program which generates ...
2
votes
1answer
151 views
How different random number generators can be more similar than identical ones?
I have 6 random number generators. They are "black boxes", i.e. I do not know if they are the same or different. For example I do not know if they provide the same arithmetic averages and/or root mean ...
11
votes
1answer
509 views
Scrambling and correlation in low discrepancy sequences (Halton/Sobol)
I am currently working on a project where I generate random values using low discrepancy / quasi-random point sets, such as Halton and Sobol point sets. These are essentially $d$-dimensional vectors ...
6
votes
8answers
475 views
Testing random variate generation algorithms
Which methods are used for testing random variate generation algorithms?
