- 2071 Bhadra · 2+6 marks
Pseudo-random; Kolmogorov-Smirnov numerical
Short answer
Pseudo-random numbers are numbers generated by a deterministic algorithm that mimic true random numbers, reproducible from a seed, uniformly distributed on [0,1) and passing statistical tests. For the K-S test, D = 0.17, less than critical value 0.410 (α=0.05, N=10), so the uniformity hypothesis cannot be rejected.
Define pseudo random numbers. The following numbers have been generated 0.44, 0.19, 0.88, 0.27, 0.55, 0.13, 0.63, 0.74, 0.11 and 0.33. Use the Kolmogorov-Smirnov test with α = 0.05 to determine, if the hypothesis that the numbers are uniformly distributed on the interval [0, 1] can be rejected. (Note that the critical value of D for α 0.05 and N = 10 is 0.410.)
Pseudo-random numbers
Pseudo-random numbers are numbers generated by a deterministic algorithm (such as the linear congruential method Xn+1 = (aXn + c) mod m) that imitate true random numbers. They are designed to be uniformly distributed on [0, 1) and to pass statistical tests of uniformity and independence, but the sequence can be reproduced from the seed and eventually cycles.
K-S test
H0: the numbers are uniformly distributed on [0, 1]. H1: they are not. N = 10, α = 0.05.
Rank the numbers and compute the differences:
| i | R(i) | i/N | i/N − R(i) | R(i) − (i−1)/N |
|---|---|---|---|---|
| 1 | 0.11 | 0.1 | -0.01 | 0.11 |
| 2 | 0.13 | 0.2 | 0.07 | 0.03 |
| 3 | 0.19 | 0.3 | 0.11 | -0.01 |
| 4 | 0.27 | 0.4 | 0.13 | -0.03 |
| 5 | 0.33 | 0.5 | 0.17 | -0.07 |
| 6 | 0.44 | 0.6 | 0.16 | -0.06 |
| 7 | 0.55 | 0.7 | 0.15 | -0.05 |
| 8 | 0.63 | 0.8 | 0.17 | -0.07 |
| 9 | 0.74 | 0.9 | 0.16 | -0.06 |
| 10 | 0.88 | 1.0 | 0.12 | -0.02 |
D⁺ = max(i/N − R(i)) = 0.17 (at i = 5 and i = 8) D⁻ = max(R(i) − (i−1)/N) = 0.11 (at i = 1)
D = max(D⁺, D⁻) = 0.17
Critical value D0.05 = 0.410 (N = 10).
Conclusion. Since D = 0.17 < 0.410, the hypothesis of uniformity cannot be rejected. The numbers can be treated as uniformly distributed on [0, 1].
✓ Answer checked by Claude Opus 5.5 (high effort)
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