Talk:Randomness tests

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Needs mentioning:

The tests of Kendall and Babington-Smith: chi-squared, gaps, coupon collector, runs up, runs down.

The discussion by Knuth in Art of Computer Programming. In the first edition this was dominated by the Kendal and Babington-Smith tests. A later edition has more, much of it inspired by Marsaglia and Diehard.

There is newer random number testing software available: NIST, RaBiGeTe, SPRNG, L'Ecuyer, gjrand, Bob Jenkin's unnamed tests with ISAAC, and others. These are intended for testing actual data with sizes up to the gigabytes at least. These are suites each containing several different tests, and between them there are many tests which can be quite useful in finding some kinds of non-randomness that would be a problem in some applications. I would guess that some of these tests are not formally published anywhere, despite their usefulness. Others, including Maurer's universal statistical test, for instance, have been heavily analysed in peer reviewed publications.

There's a huge amount could be written about this topic, which is of enormous practical importance and often ignored by random or pseudo-random number users, who then publish scientific papers containing wrong answers.

198.142.44.32 00:19, 23 March 2007 (UTC)