From: Damien Doligez <damien.doligez@inria.fr>
To: Dan Stark <interlock.public@gmail.com>
Cc: OCaml Mailing List <caml-list@inria.fr>
Subject: Re: [Caml-list] How does OCaml std test Random
Date: Wed, 2 Jul 2014 21:42:22 +0200 [thread overview]
Message-ID: <E23DF483-A7E0-48E0-8E91-5A98514447AA@inria.fr> (raw)
In-Reply-To: <CANQp=sT3a+1LynnsGfOhP0kF7K6B2-PN9A4YMqTci13j6G=fpg@mail.gmail.com>
Hi,
> I am looking at the source of Random module
>
> https://github.com/ocaml/ocaml/blob/master/stdlib/random.ml
>
> I found that it is tested via chi-square test, here is the test code inside:
[...]
> From my knowledge, if I get a chi-square value, I should check it against a table with the degree of freedom and then decide whether the null hypothesis fails or not.
>
> Why (r -. sr, (r *. t /. n) -. n, r +. sr) can be used to check? What's the theory behind?
You'll have to ask someone who knows about statistics and random numbers. IIRC, we implemented this chisquare test by copying from some book (possibly Sedgewick's "Algorithms") and the criterion was taken from the same source.
In fact, I'm almost sure the test results included in the comments were not updated with the latest changes to the code.
You should also pay attention to the comment about the Diehard tests at the beginning of the file: these tests are much more thorough than chisquare, and the current version passes them all.
-- Damien
prev parent reply other threads:[~2014-07-02 19:42 UTC|newest]
Thread overview: 2+ messages / expand[flat|nested] mbox.gz Atom feed top
2014-06-29 11:11 Dan Stark
2014-07-02 19:42 ` Damien Doligez [this message]
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