Entropy-Based Random Number Evaluation

Publisher Website
Google Scholar
Abstract
Previous work has shown how to test a simple hypothesis of uniformity on the interval (0, 1) by using spacings-based estimates of entropy. In this paper we use Monte Carlo methods to extend previous tables of critical points and power for such entropy tests to the large sample sizes likely to be desirable when evaluating the output of one or more random number generators. A comparison with asymptotic critical points and power is made. The results are used to evaluate a number of commonly used random number generators, which are of importance in such areas as bootstrapping. At least one random number generator is found unsuitable for use. Since a generator cycling on .00, .01, .02, …, .99 (to more digits) could have a sample entropy of nearly zero, this test is appropriate only for generators that pass other extensive testing, such as the TESTRAND tests (e.g., see Karian and Dudewicz (1991)).

This publication has 3 references indexed in Scilit: