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February 27th, 2009, 03:59 PM   #1
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Quality of random numbers

Hi,
i'm looking for a numerical example of a Kolmogorov's stochasticity parameter formula.
Arnolds paper has good example of it symbolically, "Orbits' statistics in chaotic dynamical systems" http://www.iop.org/EJ/abstract/0951-7715/21/7/T02/
sequence of n = 15 two-digit numbers:
03,09,27,81,43,29,87,61,83,49,47,41,23,69,07 (1)
37,74,11,48,85,22,59,96,33,70,07,44,81,18,55 (2)
n = 15
x1<x2<...<xn
wich gives 0,7 for (1) and 0,33 for (2)
sup for (1) is 87 and (2) is 96...

Could someone show how all this is done numerically, so that I could then make a program to test sequencies fast?
That is, formula (4) and formula (5) in the pdf paper...
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March 7th, 2009, 11:25 AM   #2
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Re: Quality of random numbers

In other words, this is the Kolmogorov–Smirnov statistic.
http://en.wikipedia.org/wiki/Kolmogo...rnov_statistic

wich gives 0,7 for (1) and 0,33 for (2)



Can enyone post a simple numerical example of the use of this? As used in the PDF article.
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