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Concept
Randomness test
Résumé
A randomness test (or test for randomness), in data evaluation, is a test used to analyze the distribution of a set of data to see whether it can be described as random (patternless). In stochastic modeling, as in some computer simulations, the hoped-for randomness of potential input data can be verified, by a formal test for randomness, to show that the data are valid for use in simulation runs. In some cases, data reveals an obvious non-random pattern, as with so-called "runs in the data" (such as expecting random 0–9 but finding "4 3 2 1 0 4 3 2 1..." and rarely going above 4). If a selected set of data fails the tests, then parameters can be changed or other randomized data can be used which does pass the tests for randomness.
The issue of randomness is an important philosophical and theoretical question. Tests for randomness can be used to determine whether a data set has a recognisable pattern, which would indicate that the process that generated it is significantly non-random. For the most part, statistical analysis has, in practice, been much more concerned with finding regularities in data as opposed to testing for randomness. Many "random number generators" in use today are defined by algorithms, and so are actually pseudo-random number generators. The sequences they produce are called pseudo-random sequences. These generators do not always generate sequences which are sufficiently random, but instead can produce sequences which contain patterns. For example, the infamous RANDU routine fails many randomness tests dramatically, including the spectral test.
Stephen Wolfram used randomness tests on the output of Rule 30 to examine its potential for generating random numbers, though it was shown to have an effective key size far smaller than its actual size and to perform poorly on a chi-squared test. The use of an ill-conceived random number generator can put the validity of an experiment in doubt by violating statistical assumptions. Though there are commonly used statistical testing techniques such as NIST standards, Yongge Wang showed that NIST standards are not sufficient.
Source officielle
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