Serial Correlation Test

The serial correlation test sercorr measures how well overlapping uniform random numbers follow each other. The first number is compared with the second, the second with the third, and so on.

The result of the test is given by a formula in Knuth. The range of acceptance is 2 standard deviations.

Syntax

The syntax for sercorr is:

      sercorr size

Example:

      sercorr 10000

This example measures overlapping serial correlation for 10000 uniform random numbers.

The result should fall within the range given by the program.


Serial Correlation Test
Parallel Series

The parallel serial correlation test sercoruv measures how well two independent series of uniform random numbers compare to each other, number by number.

The result of the test is given by a formula in Knuth. The range of acceptance is 2 standard deviations.

Syntax

The syntax for sercoruv is:

      sercoruv size

Example:

      sercoruv 10000

This example compares two series of 10000 uniform random numbers.

The result should fall within the range given by the program.


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