Uncertainty versus randomness - random

I would like to know the difference between uncertainty and randomness in mathematical fashion. I tried to find it but I get confused , as some people said they are the same? But can any one provide me logical reasoning behind it. If they are not same then please explain it why?

Don't get too hung up on it.
People use different words in different situations.
It's not so much that they have different meanings, as that their meanings are situation-dependent.
Randomness is just a fuzzy general term meaning something is random.
In statistics, uncertainty is used to mean that some property of a distribution, such as its mean, is itself unknown but can be given a distribution.
For example, suppose you want to know the average weight of all people.
You could find it out exactly if you could go around to all people, get their weight, add it all up, and divide by the number of people.
But that's too hard to do, so suppose you just pick 10 people at random and get their average weight, and pretend it's the same as the average of everybody.
That's called the sample mean, but you know it isn't accurate.
It has what is called a standard error, meaning it has uncertainty.
In fact, if you were to do that experiment many times over with different people, you would get a different sample mean every time, and those sample means would themselves form a bell-shaped distribution, the standard deviation of which would be called the standard error, representing its uncertainty.
In general, if you increased the number of people you look at by a factor of 100, you can reduce the standard error, the uncertainty, by a factor of 10.
I bet you can tell that people who take polls for a living care about this stuff very much.
EDIT for the downvoter: In case the downvote is because this doesn't look like a stackoverflow question or answer,
I've made a point of advocating the random pausing method of profiling.
Profiling in large part is perceived to be about measuring (statistically) the time that programming constructs are responsible for.
Often people are inhibited from using that method because they are afraid the results have too much uncertainty.
This post gets very specific about what that uncertainty actually is.
It shows that the bogey-man fear of uncertainty has the effect of preventing people from finding really substantial speedups in their code.
So naivete' about statistics is definitely a serious programming problem.

My view looks at a scenario using three different coloured balls:
I love some of the answers given here. My own view, based on my current research, is that these are two distinct terms. Uncertainty refers to not knowing in advance which ball could be selected when a person, for instance, is given a chance to select one ball from three different coloured balls.
This remains true when each ball has an equal chance of being selected i.e. equal probabilities. However, things soon get complex when each ball has it's own distinct probability. Chances are that the one with the highest probability will be selected. This seems especially true in algorithm development which would almost always select the highest probability compromising the meaning of randomness.
Having said all of this - I believe these concepts remain confusing which has just made me realise the time I need to dedicate on clearly distinguishing between the two to make sure my current research is not confusing. My own predicament is that I need to work on stochastic vs deterministic views. Based on the current view stochastic would be more uncertain than random whereas deterministic would be more probability based i.e. knowing for certain that the highest probability would be chosen; but this seems very far from the truth.
It seems as if uncertainty holds until just before a ball is selected/touched and soon looses its meaning as soon as the ball is picked which should result to its probability being revised. I personally think the terms have theoretical differences which perhaps allows them to be used interchangeably.

Uncertainty in math and science typically means there are a lack of facts, or the facts are unobtainable. Weather forecasting is a great example of uncertainty.
Randomness has many definitions. Commonly it's used in probability / statistics as a measure or quantification of uncertainty. So in my weather example, a 30% chance of rain is a measure of uncertainty. The more general definition (which also applies to math / science) is unpredictable, or lack of order.
There is definitely a fuzzy distinction between the two.

According to the Bayesian interpretation of probability, uncertainty and randomness are just two names for the same thing.

If an experiment is random, then it is uncertain to you. If something is uncertain to you, then it has the randomness property.

Related

Creating a non-perfect game algorithm

I know how algorithms like minimax can be used in order to play perfect games (In this case, I'm looking a game similar to Tic-Tac-Toe)
However, I'm wondering how one would go about creating a non-perfect algorithm, or an AI at different 'skill levels' (Easy, Medium, Hard etc), that a human player would actually have a chance of defeating.
Cut off the search at various depths to limit the skill of the computer. Change the evaluation function to make the computer favor different strategies.
Non-expert human players play with sub-optimal strategies and limited tactics. These roughly correspond to poor evaluation of game states and limited ability to think ahead.
Regarding randomness, a little is desired so the computer doesn't always make the same mistakes and can sometimes luck into doing better or worse than usual. For this, just don't always choose the best path, but choose the among them weighted by their scores. You can make the AI even more interesting by having it refine its evaluation function, i.e. update its weightings, based on the results of the game. This way it can learn a better evaluation function at limited search depth through playing, just as a human might.
One way i use in my games is to utilize random value. For easy game levels, i let the odds of selecting a random number in the favor of the human player. Example:
Easy level: only beat the human if you can randomly select a value less than 10 from the range of 1 to 100
Medium level: beat the human if you can select a random value which is less than 50 from a range of 1 to 100
Hard level: beat the human if you can randomly select a value less than 90 from a range of 1 to 100
I am sure there are better ways, but this might give you an idea
the "simplest" way would be to use a threshold value along with your minmax results, creating a set from those results that exceed the threshold, then randomly select a choice/path for the program to take. the lower the threshold the possibly easier opponent.
i say possibly because even by pure dumb luck the best move could be selected, hence "Beginner's Luck".
essentially, you are looking to increase the entropy (randomness) of the possible outcomes. if you want to specifically dumb down the computer opponent, you could limit the levels your minmax algorithm traverses, or devalue the points for some portion of the algorithm.
It is not easy for a engine to make human mistakes. Reducing the search depth is a straightforward approach but it has its limits. For example, chess engines that are reduced to one ply often give check while one valuable piece is still attacked. When the opponent defends the check with a counterattack, both pieces are en prise. It is unlikely that even an inexperienced human falls for this mistake.
Maybe you can use some ideas from a chess engine called Phalanx:
http://phalanx.sourceforge.net/index.html
It is one of the few open source engine that has a sophisticated difficulty level (-e option). If I'm not mistaken, it performs a normal search but sometimes ignores non-obvious moves. evaluate.c contains a function called blunder, which evaluates whether a move is likely to be overlooked by a human.

Why is average so popular when measuring application performance

When measuring application performance (response time for example) it's so easy to come across averages (mean). ab, httpref and bunch of other utilities are reporting mean and standard deviation. But from theoretical point of view it doesn't make a lot of sense to me. And there is why.
Mean value is good at describing symmetrical distributed population, because in case of symmetrical distribution mean is equal to population mode and expected value. But response times are not distributed symmetrical. They are more like exponential. In this case average tells us nothing.
It's more convenient to work with percentile values, which tells us what response time we could afford in what percentage of responses.
Am I missing something or mean is popular just because it's very simple to calculate?
All kinds of tools get their features not necessarily from what makes sense, but from users' expectations.
You're absolutely right that the distributions are non-negative and heavily skewed, and that percentiles would be more informative.
Alternatively, a distribution more like lognormal or chi-square would be a little better.
Yes, you are missing something.
The whole point of descriptive statistics is to present a few numbers to describe (or represent or model or ...) a large number of numbers. They aid the comprehension of large datasets, the extraction of information from data, the approximate comparison of datasets whose exact comparison is large and bewildering to the limitations of the human mind.
But no single descriptive statistic is always fit for all purposes, and no one is dictating to you that you must or should or ought to use the mean. If it doesn't suit your purposes, use something else.
As it happens you are quite wrong to write They are more like exponential. In this case average tells us nothing. For an exponential distribution with rate parameter lambda the mean is simply 1/lambda so the mean tells you everything about an exponential distribution.
I'm not an expert in statistics but i believe the average values are used so much because those are the values that help to measure the scalability of a system.
You need to consider first your average values to know how your system needs to bahevae under certains workloads and those needs to be predictable, you usually are not very interested in outliers at least not at first.
Of course you need to look into your min values and the peak values to know the moment your system its going to have a bottleneck but the average values show you as i said a correct and predictable behavior.

What are good algorithms for detecting abnormality?

Background
Here is the problem:
A black box outputs a new number each day.
Those numbers have been recorded for a period of time.
Detect when a new number from the black box falls outside the pattern of numbers established over the time period.
The numbers are integers, and the time period is a year.
Question
What algorithm will identify a pattern in the numbers?
The pattern might be simple, like always ascending or always descending, or the numbers might fall within a narrow range, and so forth.
Ideas
I have some ideas, but am uncertain as to the best approach, or what solutions already exist:
Machine learning algorithms?
Neural network?
Classify normal and abnormal numbers?
Statistical analysis?
Cluster your data.
If you don't know how many modes your data will have, use something like a Gaussian Mixture Model (GMM) along with a scoring function (e.g., Bayesian Information Criterion (BIC)) so you can automatically detect the likely number of clusters in your data. I recommend this instead of k-means if you have no idea what value k is likely to be. Once you've constructed a GMM for you data for the past year, given a new datapoint x, you can calculate the probability that it was generated by any one of the clusters (modeled by a Gaussian in the GMM). If your new data point has low probability of being generated by any one of your clusters, it is very likely a true outlier.
If this sounds a little too involved, you will be happy to know that the entire GMM + BIC procedure for automatic cluster identification has been implemented for you in the excellent MCLUST package for R. I have used it several times to great success for such problems.
Not only will it allow you to identify outliers, you will have the ability to put a p-value on a point being an outlier if you need this capability (or want it) at some point.
You could try line fitting prediction using linear regression and see how it goes, it would be fairly easy to implement in your language of choice.
After you fitted a line to your data, you could calculate the mean standard deviation along the line.
If the novel point is on the trend line +- the standard deviation, it should not be regarded as an abnormality.
PCA is an other technique that comes to mind, when dealing with this type of data.
You could also look in to unsuperviced learning. This is a machine learning technique that can be used to detect differences in larger data sets.
Sounds like a fun problem! Good luck
There is little magic in all the techniques you mention. I believe you should first try to narrow the typical abnormalities you may encounter, it helps keeping things simple.
Then, you may want to compute derived quantities relevant to those features. For instance: "I want to detect numbers changing abruptly direction" => compute u_{n+1} - u_n, and expect it to have constant sign, or fall in some range. You may want to keep this flexible, and allow your code design to be extensible (Strategy pattern may be worth looking at if you do OOP)
Then, when you have some derived quantities of interest, you do statistical analysis on them. For instance, for a derived quantity A, you assume it should have some distribution P(a, b) (uniform([a, b]), or Beta(a, b), possibly more complex), you put a priori laws on a, b and you ajust them based on successive information. Then, the posterior likelihood of the info provided by the last point added should give you some insight about it being normal or not. Relative entropy between posterior and prior law at each step is a good thing to monitor too. Consult a book on Bayesian methods for more info.
I see little point in complex traditional machine learning stuff (perceptron layers or SVM to cite only them) if you want to detect outliers. These methods work great when classifying data which is known to be reasonably clean.

Initial Genetic Programming Parameters

I did a little GP (note:very little) work in college and have been playing around with it recently. My question is in regards to the intial run settings (population size, number of generations, min/max depth of trees, min/max depth of initial trees, percentages to use for different reproduction operations, etc.). What is the normal practice for setting these parameters? What papers/sites do people use as a good guide?
You'll find that this depends very much on your problem domain - in particular the nature of the fitness function, your implementation DSL etc.
Some personal experience:
Large population sizes seem to work
better when you have a noisy fitness
function, I think this is because the growth
of sub-groups in the population over successive generations acts
to give more sampling of
the fitness function. I typically use
100 for less noisy/deterministic functions, 1000+
for noisy.
For number of generations it is best to measure improvements in the
fitness function and stop when it
meets your target criteria. I normally run a few hundred generations and see what kind of answers are coming out, if it is showing no improvement then you probably have an issue elsewhere.
Tree depth requirements are really dependent on your DSL. I sometimes try to do an
implementation without explicit
limits but penalise or eliminate
programs that run too long (which is probably
what you really care about....). I've also found total node counts of ~1000 to be quite useful hard limits.
Percentages for different mutation / recombination operators don't seem
to matter all that much. As long as
you have a comprehensive set of mutations, any reasonably balanced
distribution will usually work. I think the reason for this is that you are basically doing a search for favourable improvements so the main objective is just to make sure the trial improvements are reasonably well distributed across all the possibilities.
Why don't you try using a genetic algorithm to optimise these parameters for you? :)
Any problem in computer science can be
solved with another layer of
indirection (except for too many
layers of indirection.)
-David J. Wheeler
When I started looking into Genetic Algorithms I had the same question.
I wanted to collect data variating parameters on a very simple problem and link given operators and parameters values (such as mutation rates, etc) to given results in function of population size etc.
Once I started getting into GA a bit more I then realized that given the enormous number of variables this is a huge task, and generalization is extremely difficult.
talking from my (limited) experience, if you decide to simplify the problem and use a fixed way to implement crossover, selection, and just play with population size and mutation rate (implemented in a given way) trying to come up with general results you'll soon realize that too many variables are still into play because at the end of the day the number of generations after which statistically you will get a decent result (whatever way you wanna define decent) still obviously depend primarily on the problem you're solving and consequently on the genome size (representing the same problem in different ways will obviously lead to different results in terms of effect of given GA parameters!).
It is certainly possible to draft a set of guidelines - as the (rare but good) literature proves - but you will be able to generalize the results effectively in statistical terms only when the problem at hand can be encoded in the exact same way and the fitness is evaluated in a somehow an equivalent way (which more often than not means you're ealing with a very similar problem).
Take a look at Koza's voluminous tomes on these matters.
There are very different schools of thought even within the GP community -
Some regard populations in the (low) thousands as sufficient whereas Koza and others often don't deem if worthy to start a GP run with less than a million individuals in the GP population ;-)
As mentioned before it depends on your personal taste and experiences, resources and probably the GP system used!
Cheers,
Jan

A Good and SIMPLE Measure of Randomness

What is the best algorithm to take a long sequence of integers (say 100,000 of them) and return a measurement of how random the sequence is?
The function should return a single result, say 0 if the sequence is not all all random, up to, say 1 if perfectly random. It can give something in-between if the sequence is somewhat random, e.g. 0.95 might be a reasonably random sequence, whereas 0.50 might have some non-random parts and some random parts.
If I were to pass the first 100,000 digits of Pi to the function, it should give a number very close to 1. If I passed the sequence 1, 2, ... 100,000 to it, it should return 0.
This way I can easily take 30 sequences of numbers, identify how random each one is, and return information about their relative randomness.
Is there such an animal?
…..
Update 24-Sep-2019: Google may have just ushered in an era of quantum supremacy says:
"Google’s quantum computer was reportedly able to solve a calculation — proving the randomness of numbers produced by a random number generator — in 3 minutes and 20 seconds that would take the world’s fastest traditional supercomputer, Summit, around 10,000 years. This effectively means that the calculation cannot be performed by a traditional computer, making Google the first to demonstrate quantum supremacy."
So obviously there is an algorithm to "prove" randomness. Does anyone know what it is? Could this algorithm also provide a measure of randomness?
Your question answers itself. "If I were to pass the first 100,000 digits of Pi to the function, it should give a number very close to 1", except the digits of Pi are not random numbers so if your algorithm does not recognise a very specific sequence as being non-random then it's not very good.
The problem here is there are many types of non random-ness:-
eg. "121,351,991,7898651,12398469018461" or "33,27,99,3000,63,231" or even "14297141600464,14344872783104,819534228736,3490442496" are definitely not random.
I think what you need to do is identify the aspects of randomness that are important to you-
distribution, distribution of digits, lack of common factors, the expected number of primes, Fibonacci and other "special" numbers etc. etc.
PS. The Quick and Dirty (and very effective) test of randomness does the file end up roughly the same size after you gzip it.
It can be done this way:
CAcert Research Lab does a Random Number Generator Analysis.
Their results page evaluates each random sequence using 7 tests (Entropy, Birthday Spacing, Matrix Ranks, 6x8 Matrix Ranks, Minimum Distance, Random Spheres, and the Squeeze). Each test result is then color coded as one of "No Problems", "Potentially deterministic" and "Not Random".
So a function can be written that accepts a random sequence and does the 7 tests.
If any of the 7 tests are "Not Random" then the function returns a 0. If all of the 7 tests are "No Problems", then it returns a 1. Otherwise, it can return some number in-between based on how many tests come in as "Potentially Deterministic".
The only thing missing from this solution is the code for the 7 tests.
You could try to zip-compress the sequence. The better you succeed the less random the sequence is.
Thus, heuristic randomness = length of zip-code/length of original sequence
As others have pointed out, you can't directly calculate how random a sequence is but there are several statistical tests that you could use to increase your confidence that a sequence is or isn't random.
The DIEHARD suite is the de facto standard for this kind of testing but it neither returns a single value nor is it simple.
ENT - A Pseudorandom Number Sequence Test Program, is a simpler alternative that combines 5 different tests. The website explains how each of these tests works.
If you really need just a single value, you could pick one of the 5 ENT tests and use that. The Chi-Squared test would probably be the best to use, but that might not meet the definition of simple.
Bear in mind that a single test is not as good as running several different tests on the same sequence. Depending on which test you choose, it should be good enough to flag up obviously suspicious sequences as being non-random, but might not fail for sequences that superficially appear random but actually exhibit some pattern.
You can treat you 100.000 outputs as possible outcomes of a random variable and calculate associated entropy of it. It will give you a measure of uncertainty. (Following image is from wikipedia and you can find more information on Entropy there.) Simply:
You just need to calculate the frequencies of each number in the sequence. That will give you p(xi) (e.g. If 10 appears 27 times p(10) = 27/L where L is 100.000 for your case.) This should give you the measure of entropy.
Although it will not give you a number between 0 to 1. Still 0 will be minimal uncertainty. However the upper bound will not be 1. You need to normalize the output to achieve that.
What you seek doesn't exist, at least not how you're describing it now.
The basic issue is this:
If it's random then it will pass tests for randomness; but the converse doesn't hold -- there's no test that can verify randomness.
For example, one could have very strong correlations between elements far apart and one would generally have to test explicitly for this. Or one could have a flat distribution but generated in a very non-random way. Etc, etc.
In the end, you need to decide on what aspects of randomness are important to you, and test for these (as James Anderson describes in his answer). I'm sure if you think of any that aren't obvious how to test for, people here will help.
Btw, I usually approach this problem from the other side: I'm given some set of data that looks for all I can see to be completely random, but I need to determine whether there's a pattern somewhere. Very non-obvious, in general.
"How random is this sequence?" is a tough question because fundamentally you're interested in how the sequence was generated. As others have said it's entirely possible to generate sequences that appear random, but don't come from sources that we'd consider random (e.g. digits of pi).
Most randomness tests seek to answer a slightly different questions, which is: "Is this sequence anomalous with respect to a given model?". If you're model is rolling ten sided dice, then it's pretty easy to quantify how likely a sequence is generated from that model, and the digits of pi would not look anomalous. But if your model is "Can this sequence be easily generated from an algorithm?" it becomes much more difficult.
I want to emphasize here that the word "random" means not only identically distributed, but also independent of everything else (including independent of any other choice).
There are numerous "randomness tests" available, including tests that estimate p-values from running various statistical probes, as well as tests that estimate min-entropy, which is roughly a minimum "compressibility" level of a bit sequence and the most relevant entropy measure for "secure random number generators". There are also various "randomness extractors", such as the von Neumann and Peres extractors, that could give you an idea on how much "randomness" you can extract from a bit sequence. However, all these tests and methods can only be more reliable on the first part of this definition of randomness ("identically distributed") than on the second part ("independent").
In general, there is no algorithm that can tell, from a sequence of numbers alone, whether the process generated them in an independent and identically distributed way, without knowledge on what that process is. Thus, for example, although you can tell that a given sequence of bits has more zeros than ones, you can't tell whether those bits—
Were truly generated independently of any other choice, or
form part of an extremely long periodic sequence that is only "locally random", or
were simply reused from another process, or
were produced in some other way,
...without more information on the process. As one important example, the process of a person choosing a password is rarely "random" in this sense since passwords tend to contain familiar words or names, among other reasons.
Also I should discuss the article added to your question in 2019. That article dealt with the task of sampling from the distribution of bit strings generated by pseudorandom quantum circuits, and doing so with a low rate of error (a task specifically designed to be exponentially easier for quantum computers than for classical computers), rather than the task of "verifying" whether a particular sequence of bits (taken out of its context) was generated "at random" in the sense given in this answer. There is an explanation on what exactly this "task" is in a July 2020 paper.
In Computer Vision when analysing textures, the problem of trying to gauge the randomness of a texture comes up, in order to segment it. This is exactly the same as your question, because you are trying to determine the randomness of a sequence of bytes/integers/floats. The best discussion I could find of image entropy is http://www.physicsforums.com/showthread.php?t=274518 .
Basically, its the statistical measure of randomness for a sequence of values.
I would also try autocorrelation of the sequence with itself. In the autocorrelation result, if there is no peaks other than the first value that means there is no periodicity to your input.
I would use Claude Shannon’s Information Entropy algorithm. You can find the calculation on Youtube easily. I guess it really depends upon why you want this to be measured, and what type of reporting you want to do with the data points you collect.
#JohnFx "... mathematically impossible."
poster states: take a long sequence of integers ...
Thus, just as limits are used in The Calculus, we can take the value as being the value - the study of Chaotics shows us finite limits may 'turn on themselves' producing tensor fields that provide the illusion of absolute(s), and which can be run as long as there is time and energy. Due to the curvature of space-time, there is no perfection - hence the op's "... say 1 if perfectly random." is a misnomer.
{ noted: ample observations on that have been provided - spare me }
According to your position, given two byte[] of a few k, each randomized independently - op could not obtain "a measurement of how random the sequence is" The article at Wiki is informative, and makes definite strides dis-entagling the matter, but
In comparison to classical physics, quantum physics predicts that the properties of a quantum mechanical system depend on the measurement context, i.e. whether or not other system measurements are carried out.
A team of physicists from Innsbruck,
Austria, led by Christian Roos and
Rainer Blatt, have for the first time
proven in a comprehensive experiment
that it is not possible to explain
quantum phenomena in non-contextual
terms.
Source: Science Daily
Let us consider non-random lizard movements. The source of the stimulus that initiates complex movements in the shed tails of leopard geckos, under your original, corrected hyper-thesis, can never be known. We, the experienced computer scientists, suffer the innocent challenge posed by newbies knowing too well that there - in the context of an un-tainted and pristine mind - are them gems and germinators of feed-forward thinking.
If the thought-field of the original lizard produces a tensor-field ( deal with it folks, this is front-line research in sub-linear physics ) then we could have "the best algorithm to take a long sequence" of civilizations spanning from the Toba Event to present through a Chaotic Inversion". Consider the question whether such a thought-field produced by the lizard, taken independently, is a spooky or knowable.
"Direct observation of Hardy's paradox
by joint weak measurement with an
entangled photon pair," authored by
Kazuhiro Yokota, Takashi Yamamoto,
Masato Koashi and Nobuyuki Imoto from
the Graduate School of Engineering
Science at Osaka University and the
CREST Photonic Quantum Information
Project in Kawaguchi City
Source: Science Daily
( considering the spooky / knowable dichotomy )
I know from my own experiments that direct observation weakens the absoluteness of perceptible tensors, distinguishing between thought and perceptible tensors is impossible using only single focus techniques because the perceptible tensor is not the original thought. A fundamental consequence of quantaeus is that only weak states of perceptible tensors can be reliably distinguished from one another without causing a collapse into a unified perceptible tensor. Try it sometime - work on the mainifestation of some desired eventuality, using pure thought. Because an idea has no time or space, it is therefore in-finite. ( not-finite ) and therefore can attain "perfection" - i.e. absoluteness. Just for a hint, start with the weather as that is the easiest thing to influence ( as least as far as is currently known ) then move as soon as can be done to doing a join from the sleep-state to the waking-state with virtually no interruption of sequential chaining.
There is an almost unavoidable blip there when the body wakes up but it is just like when the doorbell rings, speaking of which brings an interesting area of statistical research to funding availability: How many thoughts can one maintain synchronously? I find that duality is the practical working limit, at triune it either breaks on the next thought or doesn't last very long.
Perhaps the work of Yokota et al could reveal the source of spurious net traffic...maybe it's ghosts.
As per Knuth, make sure you test the low-order bits for randomness, since many algorithms exhibit terrible randomness in the lowest bits.
Although this question is old, it does not seem "solved", so here is my 2 cents, showing that it is still an important problem that can be discussed in simple terms.
Consider password security.
The question was about "long" number sequences, "say 100.000", but does not state what is the criterium for "long". For passwords, 8 characters might be considered long. If those 8 chars were "random", it might be considered a good password, but if it can be easily guessed, a useless password.
Common password rules are to mix upper case, numbers and special characters. But the commonly used "Password1" is still a bad password. (okay, 9-char example, sorry) So how many of the methods of the other answers you apply, you should also check if the password occurs in several dictionaries, including sets of leaked passwords.
But even then, just imagine the rise of a new Hollywood star. This may lead to a new famous name that will be given to newborns, and may become popular as a password, that is not yet in the dictionaries.
If I am correctly informed, it is pretty much impossible to automatically verify that a password selected by a human is random and not derived with an easy to guess algorithm. And also that a good password system should work with computer-generated random passwords.
The conclusion is that there is no method to verify if an 8-char password is random, let alone a good and simple method. And if you cannot verify 8 characters, why would it be easier to verify 100.000 numbers?
The password example is just one example of how important this question of randomness is; think also about encryption. Randomness is the holy grail of security.
Measuring randomness? In order to do so, you should fully understand its meaning. The problem is, if you search the internet you will reach the conclusion that there is a nonconformity concept of randomness. For some people it's one thing, for others it's something else. You'll even find some definitions given through a philosophical perspective. One of the most frequent misleading concepts is to test if "it's random or not random". Randomness is not a "yes" or a "no", it could be anything in between. Although it is possible to measure and quantify "randomness", its concept should remain relative regarding its classification and categorization. So, to say that something is random or not random in an absolute way would be wrong because it's relative and even subjective for that matter. Accordingly, it is also subjective and relative to say that something follows a pattern or doesn't because, what's a pattern? In order to measure randomness, you have to start off by understanding it's mathematical theoretical premise. The premise behind randomness is easy to understand and accept. If all possible outcomes/elements in your sample space have the EXACT same probability of happening than randomness is achieved to it's fullest extent. It's that simple. What is more difficult to understand is linking this concept/premise to a certain sequence/set or a distribution of outcomes of events in order to determine a degree of randomness. You could divide your sample into sets or subsets and they could prove to be relatively random. The problem is that even if they prove to be random by themselves, it could be proven that the sample is not that random if analyzed as a whole. So, in order to analyze the degree of randomness, you should consider the sample as a whole and not subdivided. Conducting several tests to prove randomness will necessarily lead to subjectiveness and redundancy. There are no 7 tests or 5 tests, there is only one. And that test follows the already mentioned premise and thus determines the degree of randomness based on the outcome distribution type or in other words, the outcome frequency distribution type of a given sample. The specific sequence of a sample is not relevant. A specific sequence would only be relevant if you decide to divide your sample into subsets, which you shouldn't, as I already explained. If you consider the variable p(possible outcomes/elements in sample space) and n(number of trials/events/experiments) you will have a number of total possible sequences of (p^n) or (p to the power of n). If we consider the already mentioned premise to be true, any of these possible sequences have the exact same probability of occurring. Because of this, any specific sequence would be inconclusive in order to calculate the "randomness" of a sample. What is essential is to calculate the probability of the outcome distribution type of a sample of happening. In order to do so, we would have to calculate all the sequences that are associated with the outcome distribution type of a sample. So if you consider s=(number of all possible sequences that lead to a outcome distribution type), then s/(p^n) would give you a value between 0 and 1 which should be interpreted as being a measurement of randomness for a specific sample. Being that 1 is 100% random and 0 is 0% random. It should be said that you will never get a 1 or a 0 because even if a sample represents the MOST likely random outcome distribution type it could never be proven as being 100%. And if a sample represents the LEAST likely random outcome distribution type it could never be proven as being 0%. This happens because since there are several possible outcome distribution types, no single one of them can represent being 100% or 0% random. In order to determine the value of variable (s), you should use the same logic used in multinominal distribution probabilities. This method applies to any number of possible outcomes/elements in sample space and to any number of experiments/trials/events. Notice that, the bigger your sample is, the more are the possible outcome frequency distribution types, and the less is the degree of randomness that can be proven by each one of them.
Calculating [s/(n^t)]*100 will give you the probability of the outcome frequency dirtibution type of a set occuring if the source is truly random. The higher the probability the more random your set is. To actually obtain a value of randomness you would have to divide [s/(n^t)] by the highest value [s/(n^t)] of all possible outcome frequency distibution types and multiply by 100.

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