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Statistical randomness

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If a given sequence was able to pass all of these tests within a given degree of significance (generally 5%), then it was judged to be, in their words "locally random". Kendall and Smith differentiated "local randomness" from "true randomness" in that many sequences generated with truly random
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produced by "truly random" processes, but rather by deterministic algorithms. Over the history of random number generation, many sources of numbers thought to appear "random" under testing have later been discovered to be very non-random when subjected to certain types of tests. The notion of
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randomness refers to the idea that there can be minimum sequence lengths in which random distributions are approximated. Long stretches of the same numbers, even those generated by "truly" random processes, would diminish the "local randomness" of a sample (it might only be locally random for
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large sequences might contain many rows of a single digit. This might be "random" on the scale of the entire sequence, but in a smaller block it would not be "random" (it would not pass their tests), and would be useless for a number of statistical applications.
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As random number sets became more and more common, more tests, of increasing sophistication were used. Some modern tests plot random digits as points on a three-dimensional plane, which can then be rotated to look for hidden patterns. In 1995, the statistician
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numbers was developed to circumvent some of these problems, though pseudorandom number generators are still extensively used in many applications (even ones known to be extremely "non-random"), as they are "good enough" for most applications.
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test treats each output bit of the random number generator as a coin flip test, and determine if the observed number of heads and tails are close to the expected 50% frequency. The number of heads in a coin flip trail forms a
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look random. In a "truly" random sequence of numbers of sufficient length, for example, it is probable there would be long sequences of nothing but repeating numbers, though on the whole the sequence might be random.
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are different. Most philosophical conceptions of randomness are global—because they are based on the idea that "in the long run" a sequence looks truly random, even if certain sub-sequences would
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that were developed to distinguish whether experimental phenomena matched their theoretical probabilities. Pearson developed his test originally by showing that a number of dice experiments by
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the idea that each number in a given random sequence had an equal chance of occurring, and that various other patterns in the data should be also distributed equiprobably.
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showed that NIST SP800-22 testing standards are not sufficient to detect some weakness in randomness generators and proposed statistically distance based randomness test.
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tests for the number of bit transitions between 0 bits, and 1 bits, comparing the observed frequencies with expected frequency of a random bit sequence.
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Wang, Yongge; Nicol, Tony (2015). "Statistical Properties of Pseudo Random Sequences and Experiments with PHP and Debian OpenSSL".
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sequences of 10,000 numbers; taking sequences of less than 1,000 might not appear random at all, for example).
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A sequence exhibiting a pattern is not thereby proved not statistically random. According to principles of
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Yongge Wang: On the Design of LIL Tests for (Pseudo) Random Generators and Some Experimental Results.
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distributed a Java software package for statistically distance based randomness testing.
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require tests as exclusive verifications for their "randomness," as they are decidedly
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Yongge Wang. Statistical Testing Techniques For Pseudorandom generation.
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The Art of Computer Programming Vol. 2 : Seminumerical Algorithms
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Quality of a numerical sequence of having no recognizable patterns
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Pi seems a good random number generator – but not always the best
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is sufficient for many uses, such as statistics, hence the name
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might not display "local randomness" to a given degree —
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or regularities; sequences such as the results of an ideal
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Statistical randomness does not necessarily imply "true"
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imposes certain standards of statistical randomness to
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in 1938. They were built on statistical tools such as
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The first tests for random numbers were published by
288:Statistically distance based randomness test. 151:Kendall and Smith's original four tests were 8: 533:Generating Normal Distributed Random Numbers 438:http://webpages.uncc.edu/yonwang/liltest/ 403:Journal of the Royal Statistical Society 137:Journal of the Royal Statistical Society 374: 7: 214:created a set of tests known as the 494:. Addison Wesley. pp. 93–118. 301:Maurer's Universal Statistical Test 148:did not display "random" behavior. 25: 38:when it contains no recognizable 50:exhibit statistical randomness. 99:complete disorder is impossible 353:Statistical hypothesis testing 234:Pseudorandom number generators 218:, which he distributes with a 1: 323:Complete spatial randomness 296:Spectral Density Estimation 564: 475:10.1016/j.cose.2015.05.005 358:Seven states of randomness 142:Pearson's chi-squared test 119: 529:Random Number Test Suite. 267:Wald–Wolfowitz runs test 284:Kolmogorov–Smirnov test 132:Bernard Babington Smith 104:Legislation concerning 548:Statistical randomness 488:Knuth, Donald (1998). 463:Computers and Security 318:Algorithmic randomness 155:, which took as their 260:binomial distribution 36:statistically random 18:Statistically random 273:Information entropy 226:numbers. In 2015, 222:of 5 billion 57:, i.e., objective 501:978-0-201-89684-8 386:Purdue University 73:Global randomness 46:or the digits of 16:(Redirected from 555: 506: 505: 485: 479: 478: 458: 452: 446: 440: 434: 428: 427: 394: 388: 379: 348:Randomness tests 212:George Marsaglia 153:hypothesis tests 77:local randomness 63:Pseudorandomness 59:unpredictability 21: 563: 562: 558: 557: 556: 554: 553: 552: 538: 537: 515: 510: 509: 502: 487: 486: 482: 460: 459: 455: 447: 443: 435: 431: 416:10.2307/2980655 396: 395: 391: 384:, Chad Boutin, 380: 376: 371: 314: 278:Autocorrelation 157:null hypothesis 124: 122:Randomness test 118: 28: 23: 22: 15: 12: 11: 5: 561: 559: 551: 550: 540: 539: 536: 535: 530: 514: 513:External links 511: 508: 507: 500: 480: 453: 441: 429: 410:(1): 147–166. 389: 373: 372: 370: 367: 366: 365: 360: 355: 350: 345: 340: 335: 330: 325: 320: 313: 310: 309: 308: 302: 299: 293: 286: 281: 275: 270: 263: 194: 193: 186: 175: 168: 165:frequency test 120:Main article: 117: 114: 34:is said to be 26: 24: 14: 13: 10: 9: 6: 4: 3: 2: 560: 549: 546: 545: 543: 534: 531: 528: 524: 520: 517: 516: 512: 503: 497: 493: 492: 484: 481: 476: 472: 468: 464: 457: 454: 451: 445: 442: 439: 433: 430: 425: 421: 417: 413: 409: 405: 404: 399: 398:Kendall, M.G. 393: 390: 387: 383: 378: 375: 368: 364: 361: 359: 356: 354: 351: 349: 346: 344: 341: 339: 336: 334: 331: 329: 328:Normal number 326: 324: 321: 319: 316: 315: 311: 307: 306:Diehard tests 303: 300: 297: 294: 291: 287: 285: 282: 279: 276: 274: 271: 268: 264: 261: 256: 252: 251: 250: 249:Other tests: 247: 244: 239: 235: 231: 229: 225: 221: 217: 216:diehard tests 213: 207: 204: 200: 191: 187: 184: 180: 176: 173: 169: 166: 162: 161: 160: 158: 154: 149: 147: 146:W.F.R. Weldon 143: 139: 138: 133: 129: 123: 115: 113: 111: 110:slot machines 107: 102: 100: 96: 95:Ramsey theory 91: 88: 83: 78: 74: 70: 68: 64: 60: 56: 51: 49: 45: 41: 37: 33: 19: 490: 483: 466: 462: 456: 444: 432: 407: 401: 392: 377: 338:Random error 333:One-time pad 248: 243:quasi-random 237: 232: 224:pseudorandom 208: 202: 198: 195: 189: 178: 171: 164: 150: 135: 128:M.G. Kendall 125: 103: 92: 86: 81: 76: 72: 71: 69:randomness. 66: 52: 35: 29: 290:Yongge Wang 228:Yongge Wang 172:serial test 67:statistical 521:: A free ( 369:References 343:Randomness 179:poker test 55:randomness 30:A numeric 519:DieHarder 469:: 44–64. 44:dice roll 542:Category 312:See also 190:gap test 106:gambling 40:patterns 32:sequence 424:2980655 363:TestU01 255:Monobit 199:methods 134:in the 498:  422:  220:CD-ROM 420:JSTOR 183:poker 116:Tests 87:Local 496:ISBN 304:The 280:test 265:The 253:The 203:very 188:The 177:The 170:The 163:The 130:and 101:"). 75:and 523:GPL 471:doi 450:PDF 412:doi 408:101 238:not 82:not 544:: 525:) 467:53 465:. 418:. 406:. 112:. 61:. 527:C 504:. 477:. 473:: 426:. 414:: 262:. 185:. 48:Ď€ 20:)

Index

Statistically random
sequence
patterns
dice roll
Ď€
randomness
unpredictability
Pseudorandomness
Ramsey theory
complete disorder is impossible
gambling
slot machines
Randomness test
M.G. Kendall
Bernard Babington Smith
Journal of the Royal Statistical Society
Pearson's chi-squared test
W.F.R. Weldon
hypothesis tests
null hypothesis
poker
George Marsaglia
diehard tests
CD-ROM
pseudorandom
Yongge Wang
Pseudorandom number generators
quasi-random
Monobit
binomial distribution

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