I am using the VBA random function rnd() in a Monte Carlo simulation to get normal and rectangular distributed pseudo random numbers. In a text book about Monte Carlo I found that one should test random number generators for their randomness. I found some information about testing, like diehard or TestU01. But actually I don't know how to use them. Is there a simple method to test it?
Aucun commentaire:
Enregistrer un commentaire