[Python-ideas] Should our default random number generator be secure?
steve at pearwood.info
Tue Sep 15 05:53:36 CEST 2015
On Mon, Sep 14, 2015 at 10:19:09PM +0100, Robert Kern wrote:
> The requirement for a good PRNG for simulation work is that it be *well*
> distributed in reasonable dimensions, not that it be *exactly*
> equidistributed for some k. And well-distributedness is exactly what is
> tested in TestU01. It is essentially a collection of simulations designed
> to expose known statistical flaws in PRNGs. So to your earlier question as
> to which is more damning, failing TestU01 or not being perfectly 623-dim
> equidistributed, failing TestU01 is.
I'm confused here. Isn't "well-distributed" a less-strict test than
"exactly equidistributed"? MT is (almost) exactly k-equidistributed up
to k = 623, correct? So how does it fail the "well-distributed" test?
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