Randomness testing Was: On the "randomness" of DNS

Alexander Klimov alserkli at inbox.ru
Mon Aug 4 09:13:48 EDT 2008

On Mon, 4 Aug 2008, Stephan Neuhaus wrote:
> Or better still, make many tests and see if your p-values are
> uniformly distributed in (0,1). [Hint: decide on a p-value for that
> last equidistribution test *before* you compute that p-value.]

Of course, there are many tests for goodness of fit (Kolmogorov-
Smirnov, chi-square, etc.) and also you can calculate for a given
number of tests how many tests should have p-value below the
significance level. And after making hundred tests you ask yourself
what you gonna do once your test gives "good uniformity", say p-value
is 0.23, but the proportion is 0.95, while the minimum pass rate for
1% is 0.96.

Only a bad statistician cannot justify any predefined answer :-)


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