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Random Variate Generation
Random Variate Generation
The generators are not truly random in nature (in the sense of being
unpredictable)
That’s why they are called pseudorandom
Dept of CSE, BUET 3
Properties of a Good Arithmetic Random Number
Generator
Uniform and not correlated
Fast and memory-efficient
Reproducibility
Separate stream producing capability
Portable
Classification is based on
Length of period?
Length of period?
And
Then for large n, will have an approximate chi-square distribution with k-1 df
under the null hypothesis that’s are IID(0,1) random variables
For a significance level reject the hypothesis if where is the upper critical point
of the chi-square distribution with k-1 df
For large values of k, the following approximation can be used
Our expectation is
For ideal case,
and
And