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伪随机数的独立同分布检验

发表时间:2011-01-15  浏览量:3297  下载量:2510
全部作者: 邹永杰
作者单位: 武汉理工大学理学院
摘 要: 给出的BDS检验方法能有效地检测出伪随机数序列是否独立同分布。首先,在Matlab环境下利用线性同余法产生10万个伪随机数,并将其分成100组,每组1 000个数据;随后对每一组数据进行BDS检验。实验表明:BDS检验是一种比相关系数和卡方检验更严格的检验方法。
关 键 词: 统计模拟;伪随机数;蒙特卡洛模拟;BDS检验
Title: Independent identical distribution testing of pseudo-random numbers
Author: ZOU Yongjie
Organization: College of Science, Wuhan University of Technology
Abstract: In this paper, BDS test can effectively detect whether pseudo-random numbers are independently and identically distributed.First,100 000 pseudo-random numbers were generated by linear congruence generator in Matlab, and divided it into 100 groups with each one have 1 000, then tested every groups by BDS method.The experiment showed that BDS test was more strictly than corration coefficient and chisquare test methods.
Key words: statistical simulation; pseudo-random numbers; Monte Carlo simulation; BDS test
发表期数: 2011年1月第1期
引用格式: 邹永杰. 伪随机数的独立同分布检验[J]. 中国科技论文在线精品论文,2011,4(1):67-71.
 
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