```Date: Dec 4, 2012 8:56 AM
Author: Luis A. Afonso
Subject: Checking a RNG by H (Fisher)

Checking a RNG by H (Fisher)Fisher propose to use to check the p-values issued from NHST multiple tests through the r.v. H because the quantity H (Fisher) = -2*Sum (1, n) LOG (U) follows a 2*n degrees of freedom Chi-square distribution.For each attempt 400´000 samples size 40 of RND´s were obtained and H calculated.The interval [57.1532, 106.6286] should contain exactly 95% of H´s (Chi-square 80 d.f.). Results:__attempt 1, 2, 3, 4 : 0.94989, 0.95014, 0.95012, 0.94979.__mean, standard error : 0.9500 , 0.0001Luis A. Afonso               REM "HH7"        CLS        DEFDBL A-Z        RANDOMIZE TIMER        PRINT "____________HH7______________"        PRINT " AIM : Check Generator by samples size N        ";        PRINT " after --> H(Fisher)=SUM(1,N).-2*LOG(RND) = CHI2";        PRINT " must [QUI(.025), QUI(.975)], 2N d.f."        PRINT " contains inside 95%                            "REM        PRINT        INPUT "   size=40    "; n        INPUT " repeat=      "; aliREM                  INPUT " left QUI(.05)   57.1532"; left             INPUT " right (.95)    106.6286"; right        DIM x(n)        RANDOMIZE TIMER        FOR t = 1 TO aliREM        LOCATE 15, 50: PRINT USING "########"; ali - t        H = 0        FOR j = 1 TO n3       x(j) = RND        IF x(j) > 1 - 1E-15 THEN GOTO 3        LOCATE 15, 2        H = H - 2 * LOG(1 - x(j))        NEXT j        IF H > left AND H < right THEN inn = inn + 1        NEXT t        PRINT inn / ali        END
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