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Statistical Test for Random Number Generators

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Branko
Branko on 25 Apr 2012
Edited: John Kelly on 2 Mar 2015
This document is very well explained by testing random number generators..
Is there somewhere MATLAB functions of these tests?

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Answers (2)

Thomas
Thomas on 25 Apr 2012
You could try
runstest - Run test for randomness
Not sure if MATLAB has anymore..

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Peter Perkins
Peter Perkins on 25 Apr 2012
Edited: John Kelly on 2 Mar 2015
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.

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