HW08 Independence

Topics: Statistics, Normal distribution, Randomness Pages: 1 (253 words) Published: November 10, 2014
Homework #8
Due before 7:30 AM, Nov 3
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The purpose of this homework is to test the statistical properties of the Composite Random Number generator developed for Homework #6. Open the solution to HW #6 found on the G Drive. Let our data set of interest be the first 2000 random numbers generated using the seed 7 and 17 as shown on the spreadsheet. (In other words, the data set will be the values in the range O4:O2003.) To refresh your memory for the Chi-Square and K-S tests, you should use both of those tests to determine if it is reasonable to assume that the data set comes from a uniform distribution between 0 and 1. Then test to determine if the lag-1 correlation coefficient can be assumed to be zero and report those results below. (Note: before you would actually accept these as random numbers, you would also want to check the lag-j correlation coefficients for several more values of j

Fill in the blanks below:
Estimate for lag-1 correlation coefficient:

Variance of estimator:

Test statistic (i.e., ratio of lag-1 estimate to its standard deviation): 0.204107

p-value of hypothesis that lag-1 correlation coefficient is zero: 0.83827



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