For some linear congruential generator, an independence test on a sample of n = 3000 PRNs, resulted
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For some linear congruential generator, an independence test on a sample of n = 3000 PRNs, resulted in A 1939 runs. With a critical value of 1.96, does this generator produce random numbers that appear independent? What number of runs would put us "on the fence" as to whether the generator produces independent values or not? In other words, what number of runs would result in a p-value of 0.05?
Related Book For
Statistics for Business Decision Making and Analysis
ISBN: 978-0321890269
2nd edition
Authors: Robert Stine, Dean Foster
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