Re: randomness of a series of numbers

From: HP (yae9911_at_netscape.net)
Date: 09/03/04 

Date: 3 Sep 2004 02:39:35 -0700

"Ryan H." <ryanheath2k@hotmail.com> wrote in message news:<arPZc.5759$NwC.3944@news04.bloor.is.net.cable.rogers.com>...
> Hello,
>
> Let's say I have a long series of decimal or integer numbers. I want to see
> if the numbers are random or not. Does anybody have any resources, papers or
> topics I need to research so I can find out if a series of numbers are
> random or not... or to find out if they are random to some degree or not.
>
> The only thing I found out was something called "phase space analysis" which
> I found in the following resource:
> http://www.bindview.com/Support/RAZOR/Papers/2001/tcpseq.cfm
>
> But, the above resource was the only place I can find about this "phase
> space analysis". Its as if the author was the one who created it or he was
> using a term that he created in which I cannot find somewhere else.
>
> I would appreciate any help!
>
> Thank you

1) Get a copy of Donald E. Knuth, The Art of Computer Programming
Third Edition. Vol. 2 Seminumerical Algorithms. Addison-Wesley 1997.
and read the _long_ chapter on Random Numbers, especially Chapter
3.3.4 The Spectral Test.

2) Visit Pierre L'Ecuyer's web pages, read his introductory articles
on random number generation
http://www.iro.umontreal.ca/~lecuyer/papers.html

3) Have a look at George Marsaglia's DIEHARD:
http://stat.fsu.edu/~geo/diehard.html

HTH

Hugo Pfoertner