Yes, there are a whole lot of tests. The simplest test of randomness is to divide the range of the generator into buckets (let us say, 10, 100, or 1000 buckets), generate a lot of random numbers and plot how many generated numbers fall into each bucket. A good random generator will have approximately the same number of hits for each bucket (but so will a simple counter). Anyway, by the shape of the curve you can usualy make a pretty good guess about which distribution (if any) is being generated.

A very common test of randomness is the Chi square test, which you can find at Statistics::ChiSquare.

Knuth (the legend in computer science circles) wrote extensively on the subject of testing (and writing) pseudo-number generators in his seminal work "The Art of computer programming" (vol 2: seminumerical algorithms). You can also find a lot of algorithms here. However, they are in FORTRAN.

In reply to Re: How do we find statistical distribution of a given set of numbers? by matija
in thread How do we find statistical distribution of a given set of numbers? by Sameet

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