Developer Reference

Contents

Two-Level Testing

To test
K
subsequences
u
1
,
u
2
, ...,
un
;
un
+1
,
un
+2
, ...,
u
2
n
>; ...;
u(K
-1)
n
+1
,
u(K
-1)
n
+2
, ...,
uKn
of the original sequence, p-values
p
1
,
p
2
, ...,
pK
are computed. Since the resulting p-values for the sequence
u
1
,
u
2
, ...,
uKn
of truly random numbers are supposed to be uniformly distributed over the interval  (0, 1), a uniformity test can be performed for these p-values, returning p-value
q
1
of the second level. Repeating this procedure
L
times results in obtaining
L
p-values of the second level
q
1
,
q
2
, ... ,
qL
on which you can perform threshold testing.
We have conducted threshold second level testing for the VS generators with ten iterations (
L
=10) and applied the Kolmogorov-Smirnov goodness-of-fit test with Anderson-Darling statistics to evaluate
p
1
,
p
2
, ...,
pK
uniformity.

Product and Performance Information

1

Intel's compilers may or may not optimize to the same degree for non-Intel microprocessors for optimizations that are not unique to Intel microprocessors. These optimizations include SSE2, SSE3, and SSSE3 instruction sets and other optimizations. Intel does not guarantee the availability, functionality, or effectiveness of any optimization on microprocessors not manufactured by Intel. Microprocessor-dependent optimizations in this product are intended for use with Intel microprocessors. Certain optimizations not specific to Intel microarchitecture are reserved for Intel microprocessors. Please refer to the applicable product User and Reference Guides for more information regarding the specific instruction sets covered by this notice.

Notice revision #20110804