More distributions

So far only normal and uniform distributions have been implemented in xllrandom.cpp.

Id #1613 | Release: None | Updated: Jun 10, 2013 at 7:40 PM by keithalewis | Created: Jun 10, 2013 at 7:40 PM by keithalewis

More generators

So far only the Mersenne Twister has been implemented in random.cpp.

Id #1612 | Release: None | Updated: Jun 10, 2013 at 7:40 PM by keithalewis | Created: Jun 10, 2013 at 7:40 PM by keithalewis

Add 'runs' test

Runs Test Basic test to see if random sequence is iid. Let X(i) be iid random variables having cdf F. Let R = sum 1(X(i) > X(i - 1)). What is the distribuition of R? E R = 1(X(i) > X(i - 1)) = i...

Id #1611 | Release: None | Updated: Jun 10, 2013 at 7:36 PM by keithalewis | Created: Jun 10, 2013 at 7:34 PM by keithalewis

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