Thomas Lumley • 8/1/2018

Testing probability distribution generators

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This technical article discusses the challenges of testing probability distribution generators in R's base source code. It explains the use of hypothesis testing with point null and global alternative hypotheses, compares the Kolmogorov-Smirnov test to approaches using Massart's Inequality and Dvoretsky-Kiefer-Wolfowitz bounds, and provides R code examples for evaluating random number generator accuracy.

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#Statistical Testing #Probability Distributions #Random Number Generation
Testing probability distribution generators

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