5 ms·
I'm no PRNG expert but xoroshiro seems to fail a lot of statistical tests. It might be faster but it seems to be very deeply flawed.
by jdiff 3y ago
I'm no PRNG expert but xoroshiro seems to fail a lot of statistical tests. It might be faster but it seems to be very deeply flawed.
- searealist 3y agoWhich statistical tests does it fail?
- omoikane 3y agoPerhaps this is what you were looking for: https://www.pcg-random.org/posts/xoshiro-repeat-flaws.html https://www.pcg-random.org/posts/xoshiro-repeat-flaws.html
- searealist 3y agoThis is not a statistical flaw.
- defrost 3y agoIt's not a failure of a standard statistical test, no. But it is, in the words of David Blackman, one of the coauthors of Xoshiro256: “quite clearly a departure from random behaviour” * Xoshiro256's large state space means it is too big to fail any statistical tests that look for close repeats. * The issues shown in this post reveal that (as has happened numerous times in the past!) although mathematical theory can often show specific flaws, there are no known mathematical techniques to show that a PRNG scheme is actually good. As things currently stand, a new analysis can always reveal a flaw not accounted for by prior theory. In this case, a mix of practice and theory has shown that the structure of Xoshiro's state space is poorer than that of many competing generation schemes, ... Whether the issue of close repeats is serious or not ultimately depends upon the nature of the use to which the generator is put ... some applications might not fairly model a natural outcome because of this.
- searealist 3y agoIt's a property that every single LFSR has, and it is not considered a flaw.