Take the 2-minute tour ×
MathOverflow is a question and answer site for professional mathematicians. It's 100% free, no registration required.

I'm looking to write a program to investigate a few random number algorithms. Basically I am looking to see if the spread of numbers is indeed randomly distributed enough. What kind of statistical analysis would I be looking to do?

share|improve this question
add comment

1 Answer

http://www.phy.duke.edu/~rgb/General/dieharder.php

share|improve this answer
    
This is good...very good. Anything a bit lighter and just for fun? I'm more interested in the theory than the actual results. –  DanDan Sep 29 '10 at 19:22
    
@DanDan: en.wikipedia.org/wiki/Kolmogorov_complexity –  Steve Huntsman Sep 29 '10 at 19:34
    
Earlier MO post gives some examples of tests mathoverflow.net/questions/37518/… –  Yaroslav Bulatov Sep 29 '10 at 20:26
    
I don't know whether Knuth, The Art Of Computer Programming, is light, but it is fun, and Volume 2, Seminumerical Algorithms, goes into the theory of randomness in some detail. –  Gerry Myerson Sep 30 '10 at 5:16
add comment

Your Answer

 
discard

By posting your answer, you agree to the privacy policy and terms of service.

Not the answer you're looking for? Browse other questions tagged or ask your own question.