samedi 26 mars 2022

How to distinguish between different Gaussian random number generators

For example I have 2 different Gaussian random number generators. The first mathematical expectation is 50 and the variance is 5. The second mathematical expectation is 60 and the variance is 5. (Actually I don't know their mathematical expectation and variance) They generate random signals at the same time. Maybe the first one produces "46 48 50 49 55 56 53 52". The second produces "60 56 59 62 66 54 59 57". I can only detect jumbled numbers right now, like "46 60", "48 56", "50 59", "49 62", "55 66", "56 54", "53 59", "52 57".

I know this problem can be easily solved by increasing the number of samples. But what I am facing now is to determine the mathematical expectation of these two different random number generators in as few samples as possible. Is there any algorithm to solve this problem, please.




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