随机数检验程序系统SUTEST

计算物理 ›› 1989, Vol. 6 ›› Issue (3): 371-377.

随机数检验程序系统SUTEST

张建中

中国科学院计算中心, 北京

收稿日期:1988-11-07 出版日期:1989-09-25 发布日期:1989-09-25
基金资助:
国家自然科学基金

A SOFTWARE SYSTEM SUTEST TO TEST UNIFORMLY DISTRIBUTED RANDOM NUMBERS

Zhang Jianzhong

Computing Center, Academia Sinica, Beijng

Received:1988-11-07 Online:1989-09-25 Published:1989-09-25

摘要/Abstract

摘要： 对计算机上给出的(0,1)上的数字序列r₁,r₂,…,r_i,…,r_N能否当做标准均匀分布的随机数用于Monte Carlo模拟计算,是Monte Carlo方法研究及其实际应用中的一个极其重要而又十分难于解决的问題。统计软件包SASD提供的随机数检验程序系统SUTEST,对数字序列{r_i|0< r_i< 1,i=1,2,…,N}给出十二类、二十七种不同的统计检验方法,由六十一个统计量从均匀性、随机性、独立性和统计模拟计算等许多不同的方面,为随机数检验提供了完整、配套的统计检验方法和有效可行的算法。给出了便于使、易于移植的FOR-TRAN源程序。在上述意义下,从统计上和实际应用上解决了这一问题。

Abstract: The given digital sequence r₁,r₂,…,r_i,…,r_n in the interval (0, 1) on a computer, it is a important problem in the Monte Carlo computation to tost if that the digital sequence can be used as the uniformly distributed random numbers, The software system SUTEST in the statistical package SASD (a package for the Statistical Analysis of Stochastic Data) can be used to test statistical properties of the uniformly distributed random numbers in (0, 1) with 12 kinds,27 different testing methods and 61 statistics from homogeneity, randomnes,independence and simulative computing.SUTEST is developed with portable FORTRAN and can be used on a large, middle or small computer, and microcomputers too.

张建中. 随机数检验程序系统SUTEST[J]. 计算物理, 1989, 6(3): 371-377.

Zhang Jianzhong. A SOFTWARE SYSTEM SUTEST TO TEST UNIFORMLY DISTRIBUTED RANDOM NUMBERS[J]. CHINESE JOURNAL OF COMPUTATIONAL PHYSICS, 1989, 6(3): 371-377.