Drexel dragonThe Math ForumDonate to the Math Forum



Search All of the Math Forum:

Views expressed in these public forums are not endorsed by Drexel University or The Math Forum.


Math Forum » Discussions » sci.math.* » sci.stat.math.independent

Topic: Checking a RNG by H (Fisher)
Replies: 0  

Advanced Search

Back to Topic List Back to Topic List  
Luis A. Afonso

Posts: 4,518
From: LIsbon (Portugal)
Registered: 2/16/05
Checking a RNG by H (Fisher)
Posted: Dec 4, 2012 8:56 AM
  Click to see the message monospaced in plain text Plain Text   Click to reply to this topic Reply

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 , 0.0001

Luis 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= "; 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 - 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



Point your RSS reader here for a feed of the latest messages in this topic.

[Privacy Policy] [Terms of Use]

© Drexel University 1994-2014. All Rights Reserved.
The Math Forum is a research and educational enterprise of the Drexel University School of Education.