一种基于MC法的随机序列生成及检验

A new Method of Random Sequence Generation and Statistical Test

目的:基于MC法生成符合预期概率分布的随机序列,以便应用在以后的仿真系统中。方法:应用线性同余法在visu-al studio环境中建立随机模型模拟随机序列生成。并采用χ2拟合优度检验法和自相关检验法检验生成的随机序列的均匀性、独立性。结果:100组随机序列的检验结果表明,独立性检验通过率为96%,均匀性检验通过率达到94%以上。结论:方法生成的随机序列满足随机性要求,以此定义的类模块可应用于今后的仿真实验中。

AIM. To generate random sequences that can fit the anticipated probability distribution based on the thinking of MC, METHODS. We establish a method in the IDE of visual studio by the way of Linear Congruential Method to generate random sequences. We also test the homogeneity and independence by the chi--sqare Goodness of Fit Test and Self--correlation Test. RESULTS： After check of 100 groups of random sequences, the result showed that the random sequence satisfied the demand of homogeneity and independence distribution（the thruput over 96% and 94%）. CONCLUSION：The sequences can fit the desire of randomness and the class module defined can be used in further trial.