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Simulation Modeling and Analysis 7.9. Subject the canned random-number generator...

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Finance

Simulation Modeling and Analysis
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7.9. Subject the canned random-number generator on your computer to the chi-square test, two- and three-dimensional serial tests, the runs-up test, and correlation tests at lags 1, 2, ...,5. Use the same values for n, k, and a that were used in Examples 7.6 through 7.9. (If your generator does not pass these tests, we suggest that you exercise caution in using it until you can obtain more information on it, either from the litera- ture or from your own further testing.) 7.9. Subject the canned random-number generator on your computer to the chi-square test, two- and three-dimensional serial tests, the runs-up test, and correlation tests at lags 1, 2, ...,5. Use the same values for n, k, and a that were used in Examples 7.6 through 7.9. (If your generator does not pass these tests, we suggest that you exercise caution in using it until you can obtain more information on it, either from the litera- ture or from your own further testing.)

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