Re: [Diehard] Overlap sum test
From: Cristiano (cristiano.pi_at_NSquipo.it)
Date: 09/27/03
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Date: Sat, 27 Sep 2003 09:17:14 GMT
Ernst Lippe wrote:
> On Wed, 24 Sep 2003 08:59:43 +0000, Cristiano wrote:
>
>> Ernst Lippe wrote:
>
>>> So far so good. Each individual y is the sum of a set of
>>> i.i.d. variables, so from the central limit theorem its distribution
>>> must approach the normal distribution when no_sum is sufficiently
>>> large.
>>>
>>> [interesting]
>>>
>>> I have not done the actual calculations to determine if this
>>> non-normality would have a real influence on the outcomes of the
>>> test, but I still find it somewhat strange. I would expect that a
>>> non-linear transformation would give better results.
>>
>> Why don't you have done the actual calculations? I done many tests
>> to write what I wrote and they have taken much time.
>> I'd like to hear some comment based on real facts. The theory is
>> beautiful, but the practice is wonderful! :-)
>
> But I gave you a fact, if I understand Marsaglia's post correctly
> I pointed you to the source of the problem.
Yes. In my philosophy the statement "I have not done the actual
calculations..." is not very beautiful. :-)
Anyway, I pasted your explanation in the source code of my implementation of
the overlapping sum test.
>>> On the other hand, I don't expect that this is the source of your
>>> problems. Marsaglia is an expert so it seems reasonable to assume
>>> that his approximation is OK.
>>
>> Well, in this case don't touch a thing.
>> I totally disagree when I hear this kind of argument. Nobody is
>> infallible.
>
> OK, you were certainly right in this case.
With the phrase "Nobody is infallible" *always* clear in mind I solved many
issues. :-)
> BTW, thanks for your efforts, the Diehard battery of tests are highly
> useful, and it is important to have a good implementation.
I agree. And for that reason I am very surprised when someone post a
possibly bug and nobody seems interested in that post. I seen this strange
behavior for all the post related to a bug of DH.
I'd like to see the effort of everybody to fix the problem; the effort of
the author should be the first! :-)
Cristiano
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