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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$\begingroup$ This is good...very good. Anything a bit lighter and just for fun? I'm more interested in the theory than the actual results. $\endgroup$– DanDanCommented Sep 29, 2010 at 19:22

$\begingroup$ @DanDan: en.wikipedia.org/wiki/Kolmogorov_complexity $\endgroup$ Commented Sep 29, 2010 at 19:34

$\begingroup$ Earlier MO post gives some examples of tests mathoverflow.net/questions/37518/… $\endgroup$ Commented Sep 29, 2010 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. $\endgroup$ Commented Sep 30, 2010 at 5:16