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- PROGRAM FILE 142: SERIAL CORRELATION TEST OF RND FUNCTION.
- ANSI STANDARD 8.4
-
- SECTION 142.1: SERIAL CORRELATION TEST OF RND FUNCTION.
-
- THIS PROGRAM COMPUTES THE SERIAL CORRELATION COEFFICIENT
- BETWEEN PAIRS OF ADJACENT RANDOM NUMBERS. THE RESULT IS
- COMPARED WITH THE EXPECTED VALUE FOR UNIFORM INDEPENDENT
- RANDOM NUMBERS. (BECAUSE THE PAIR I AND I+1 IS NOT
- COMPLETELY INDEPENDENT OF I+1, I+2, THE EXPECTED VALUE
- OF THE COEFFICIENT IS NOT EXACTLY ZERO.)
-
- ***** THIS TEST IS INFORMATIVE ONLY *****
-
- BEGIN TEST
-
- WITH ABOUT 95% PROBABILITY, WE EXPECT CORRELATION TO
- EQUAL -.001001 + OR - 6.31822E-2
-
- THAT IS, WE EXPECT -6.41832E-2 <= CORRELATION <= 6.21812E-2
-
- ACTUAL CORRELATION = -4.90899E-2
-
- *** INFORMATIVE TEST PASSED ***
-
- END TEST
-
- END PROGRAM 142
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