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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?

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

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  • $\begingroup$ This is good...very good. Anything a bit lighter and just for fun? I'm more interested in the theory than the actual results. $\endgroup$ – DanDan Sep 29 '10 at 19:22
  • $\begingroup$ @DanDan: en.wikipedia.org/wiki/Kolmogorov_complexity $\endgroup$ – Steve Huntsman Sep 29 '10 at 19:34
  • $\begingroup$ Earlier MO post gives some examples of tests mathoverflow.net/questions/37518/… $\endgroup$ – Yaroslav Bulatov Sep 29 '10 at 20:26
  • $\begingroup$ 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. $\endgroup$ – Gerry Myerson Sep 30 '10 at 5:16

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