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MathGroup Archive 2002

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Re: Random bits (generation)

  • To: mathgroup at smc.vnet.net
  • Subject: [mg35071] Re: [mg35045] Random bits (generation)
  • From: "P.J. Hinton" <paulh at wolfram.com>
  • Date: Mon, 24 Jun 2002 03:20:52 -0400 (EDT)
  • Organization: "Wolfram Research, Inc."
  • Sender: owner-wri-mathgroup at wolfram.com

On Thu, 20 Jun 2002, DIAMOND Mark R. wrote:

> I am not sure whether anyone other than a Wolfram guru will know the
> answer to this. ...
>
> (1) If I wish to generate a large number of random bits, what is the fastest
> way?
> (2) What is the safest way in the sense of being able to expect the bit
> sequence to pass Marsaglia's Diehard battery of tests Maurer's Universal
> Statistical Test.? or is this requirement impossible to meet with Random?
>
> More specifically, to be sure that they are independent and random, should I
> use something like Random[Integer, {0,1}] or can one use *all the bits* of,
> say, Random[Integer, {0,2^32-1}] ... or even something  larger.

I think this was investigated in the paper "The Accuracy of Mathematica 4
as a Statistical Package", which appears in Volume 15 Issue 2 (2000) of
_Computational Statistics_, pp 279-299.  To the best of my knowledge,
there is no on-line version of this paper.

-- 
P.J. Hinton
User Interface Programmer                         paulh at wolfram.com
Wolfram Research, Inc.
Disclaimer: Opinions expressed herein are those of the author alone.



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