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Luis A. Afonso
Posts:
4,715
From:
LIsbon (Portugal)
Registered:
2/16/05


Checking a RNG by H (Fisher)
Posted:
Dec 4, 2012 8:56 AM


Checking a RNG by H (Fisher)
Fisher propose to use to check the pvalues 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 Chisquare 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 (Chisquare 80 d.f.). Results: __attempt 1, 2, 3, 4 : 0.94989, 0.95014, 0.95012, 0.94979. __mean, standard error : 0.9500 , 0.0001
Luis A. Afonso
REM "HH7" CLS DEFDBL AZ 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= "; ali REM INPUT " left QUI(.05) 57.1532"; left INPUT " right (.95) 106.6286"; right DIM x(n) RANDOMIZE TIMER FOR t = 1 TO ali REM LOCATE 15, 50: PRINT USING "########"; ali  t H = 0 FOR j = 1 TO n 3 x(j) = RND IF x(j) > 1  1E15 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



