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Test randomness from STD deviation

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joy
joy il 8 Nov 2012
Hello
If I have a random seq of 50,000 data and all the data ranging between 0 to 255..then is it possible to test the true randomness by measuring std deviation......
X = randi(256,1,50000)-1;
P = histc(X,0:255);
what shall be next,how to measure if the data are uniformly random in nature by measuring std deviation....

Risposte (1)

José-Luis
José-Luis il 8 Nov 2012
Modificato: José-Luis il 8 Nov 2012
No, the standard deviation by itself will tell you next to nothing about the nature of the distribution. Something like the two-sample Kolmogorov-Smirnov test might help you.
doc kstest2
The problem remains of defining what true randomness is. If your numbers are generated by a computer, then what you get are pseudo-random numbers. For such numbers, the "randomness" breaks down once you have very many samples, or when you consider many dimensions. No all random numbers are created equal.

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