Groupe d’études et de recherche en analyse des décisions

# Entropy Tests for Random Number Generators

## Pierre L'Ecuyer, A Compagner et Jean-François Cordeau

Uniformity tests based on a discrete form of entropy are introduced and studied in the context of empirical testing of uniform random number generators. Numerical results are provided. It turns out that some currently used generators fail the tests. The linear congruential and inversive generators with power-of-two modulus perform especially badly.

, 23 pages