Statistical Test for Random Number Generators

This document is very well explained by testing random number generators..

http://csrc.nist.gov/groups/ST/toolkit/rng/documents/SP800-22rev1a.pdf

Is there somewhere MATLAB functions of these tests?

Answer 1

[Thomas]

You could try

runstest - Run test for randomness

http://www.mathworks.com/help/toolbox/stats/runstest.html

Not sure if MATLAB has anymore..

Answer 2

[Peter Perkins]

Branko, although many of those tests would be straight-forward to write in MATLAB, I don't know of anyone who's actually done that. Same for the TestU01 suite (you can google TestU01).

If your question is, "Do the random number generators in MATLAB pass these tests?", then you can check in the doc for the specific algorithms and references to the original papers:

The main paper for the TestU01 test suite describes results for all of the generators. Note that mcg16807, shr3cong, and swb2712 are in MATLAB for backwards compatibility, these are known to fail modern test suites.