Notes for Intel® oneAPI Math Kernel Library Vector Statistics

ID 772987
Date 12/04/2020
Document Table of Contents

One-Level (Threshold) Testing

To test K subsequences u1, u2, ..., un; un +1, un +2, ..., u2n; ...; u(K-1)n+1, u(K-1)n+2, ..., uKn of the original sequence, p-values p1, p2, ..., pK are computed. For a subsequence u(j-1)n+1, u(j -1)n+2, ..., ujn the test j fails if the value pj falls outside the interval (pl, ph) ⊂ (0, 1). The sequence u1, u2, ..., uKn is considered suspicious when r or more test iterations failed.

Threshold testing for the VS generators was done with the following variable settings:

  1. ten iterations (K=10)

  2. the interval (pl, ph) equal to (0.05, 0.95)

  3. r = 5.

The chance to reject a 'good' sequence in this case is 0.16349374% ≅ 0.2%.