What is the state of the art in statistics tests for distinguishing good from bad random number generators?

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There are many packages out there. In particular, PractRand gives out an opinion on a number of them, but it's only an opinion. Is there conventional wisdom about which set of set of statistics tests should be used to to test out a random number generator?

random-generation randomness

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user45491

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There are many packages out there. In particular, PractRand gives out an opinion on a number of them, but it's only an opinion. Is there conventional wisdom about which set of set of statistics tests should be used to to test out a random number generator?

random-generation randomness

share|cite|improve this question

asked 37 mins ago

user45491

232

add a comment | 

up vote
2
down vote

favorite

up vote
2
down vote

favorite

There are many packages out there. In particular, PractRand gives out an opinion on a number of them, but it's only an opinion. Is there conventional wisdom about which set of set of statistics tests should be used to to test out a random number generator?

random-generation randomness

share|cite|improve this question

asked 37 mins ago

user45491

232

There are many packages out there. In particular, PractRand gives out an opinion on a number of them, but it's only an opinion. Is there conventional wisdom about which set of set of statistics tests should be used to to test out a random number generator?

random-generation randomness

random-generation randomness

share|cite|improve this question

asked 37 mins ago

user45491

232

share|cite|improve this question

asked 37 mins ago

user45491

232

share|cite|improve this question

share|cite|improve this question

asked 37 mins ago

user45491

232

asked 37 mins ago

user45491

232

asked 37 mins ago

user45491

232

232

add a comment | 

add a comment | 

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In 1995, the Diehard suite of tests was distributed. This is no longer state of the art - one limitation is that Diehard only uses about 10 million random numbers in each test, but modern uses of random numbers may consume many more, so tests should base their conclusions on larger samples.

A successor to the Diehard suite is the Dieharder suite. I believe this is state of the art, but (disclaimer) I am not an expert in random number testing, so an answer from anyone who actually is an expert and could actually back their reply up with literature would be much appreciated.

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answered 23 mins ago

Stephan Kolassa

41.4k688152

• 
  
  
  

  
  

  
  
  
  
  
  

  
  Dieharder has been recently considered bad quality --- meaning not well able to distinguish good from bad generators. It's not clear when this opinion was written, but looking inside the package it might have been August 2018 --- inferring this from last modification dates on the file. PractRand considers gjrand ``very good,'' the only one considered very good. But it doesn't expose any rationale for the rating.
  – user45491
  7 mins ago
  
  

  
  
  
  

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1 Answer
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1 Answer
1

active

oldest

votes

active

oldest

votes

active

oldest

votes

up vote
2
down vote

In 1995, the Diehard suite of tests was distributed. This is no longer state of the art - one limitation is that Diehard only uses about 10 million random numbers in each test, but modern uses of random numbers may consume many more, so tests should base their conclusions on larger samples.

A successor to the Diehard suite is the Dieharder suite. I believe this is state of the art, but (disclaimer) I am not an expert in random number testing, so an answer from anyone who actually is an expert and could actually back their reply up with literature would be much appreciated.

share|cite|improve this answer

answered 23 mins ago

Stephan Kolassa

41.4k688152

• 
  
  
  

  
  

  
  
  
  
  
  

  
  Dieharder has been recently considered bad quality --- meaning not well able to distinguish good from bad generators. It's not clear when this opinion was written, but looking inside the package it might have been August 2018 --- inferring this from last modification dates on the file. PractRand considers gjrand ``very good,'' the only one considered very good. But it doesn't expose any rationale for the rating.
  – user45491
  7 mins ago
  
  

  
  
  
  

add a comment | 

up vote
2
down vote

In 1995, the Diehard suite of tests was distributed. This is no longer state of the art - one limitation is that Diehard only uses about 10 million random numbers in each test, but modern uses of random numbers may consume many more, so tests should base their conclusions on larger samples.

A successor to the Diehard suite is the Dieharder suite. I believe this is state of the art, but (disclaimer) I am not an expert in random number testing, so an answer from anyone who actually is an expert and could actually back their reply up with literature would be much appreciated.

share|cite|improve this answer

answered 23 mins ago

Stephan Kolassa

41.4k688152

• 
  
  
  

  
  

  
  
  
  
  
  

  
  Dieharder has been recently considered bad quality --- meaning not well able to distinguish good from bad generators. It's not clear when this opinion was written, but looking inside the package it might have been August 2018 --- inferring this from last modification dates on the file. PractRand considers gjrand ``very good,'' the only one considered very good. But it doesn't expose any rationale for the rating.
  – user45491
  7 mins ago
  
  

  
  
  
  

add a comment | 

up vote
2
down vote

up vote
2
down vote

In 1995, the Diehard suite of tests was distributed. This is no longer state of the art - one limitation is that Diehard only uses about 10 million random numbers in each test, but modern uses of random numbers may consume many more, so tests should base their conclusions on larger samples.

A successor to the Diehard suite is the Dieharder suite. I believe this is state of the art, but (disclaimer) I am not an expert in random number testing, so an answer from anyone who actually is an expert and could actually back their reply up with literature would be much appreciated.

share|cite|improve this answer

answered 23 mins ago

Stephan Kolassa

41.4k688152

In 1995, the Diehard suite of tests was distributed. This is no longer state of the art - one limitation is that Diehard only uses about 10 million random numbers in each test, but modern uses of random numbers may consume many more, so tests should base their conclusions on larger samples.

A successor to the Diehard suite is the Dieharder suite. I believe this is state of the art, but (disclaimer) I am not an expert in random number testing, so an answer from anyone who actually is an expert and could actually back their reply up with literature would be much appreciated.

share|cite|improve this answer

answered 23 mins ago

Stephan Kolassa

41.4k688152

share|cite|improve this answer

share|cite|improve this answer

answered 23 mins ago

Stephan Kolassa

41.4k688152

answered 23 mins ago

Stephan Kolassa

41.4k688152

answered 23 mins ago

Stephan Kolassa

41.4k688152

41.4k688152

• 
  
  
  

  
  

  
  
  
  
  
  

  
  Dieharder has been recently considered bad quality --- meaning not well able to distinguish good from bad generators. It's not clear when this opinion was written, but looking inside the package it might have been August 2018 --- inferring this from last modification dates on the file. PractRand considers gjrand ``very good,'' the only one considered very good. But it doesn't expose any rationale for the rating.
  – user45491
  7 mins ago
  
  

  
  
  
  

add a comment | 

• 
  
  
  

  
  

  
  
  
  
  
  

  
  Dieharder has been recently considered bad quality --- meaning not well able to distinguish good from bad generators. It's not clear when this opinion was written, but looking inside the package it might have been August 2018 --- inferring this from last modification dates on the file. PractRand considers gjrand ``very good,'' the only one considered very good. But it doesn't expose any rationale for the rating.
  – user45491
  7 mins ago
  
  

  
  
  
  

Dieharder has been recently considered bad quality --- meaning not well able to distinguish good from bad generators. It's not clear when this opinion was written, but looking inside the package it might have been August 2018 --- inferring this from last modification dates on the file. PractRand considers gjrand ``very good,'' the only one considered very good. But it doesn't expose any rationale for the rating.
– user45491
7 mins ago

Dieharder has been recently considered bad quality --- meaning not well able to distinguish good from bad generators. It's not clear when this opinion was written, but looking inside the package it might have been August 2018 --- inferring this from last modification dates on the file. PractRand considers gjrand ``very good,'' the only one considered very good. But it doesn't expose any rationale for the rating.
– user45491
7 mins ago

add a comment | 

 

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