Basically I'm looking for a detective function. I pass it a list of integers (probably between 20 and 100 integers) and it tell me "Yeah, 84% chance this came from a PRNG, I tested it against the main ones that most modern programming languages use", or "No, only 12% chance this came from a well-known PRNG".
If it helps (or hinders), the integers will always be between 1 and 999.
Does this exist?
Unless you are prepared to break new ground in number theory, you would only be able to detect obsolete, badly designed, or poorly seeded PRNGs. Good PRNGs are explicitly designed to prevent what you are trying to do. Random number generation is a critical part of digital cryptography, so a lot of effort goes into producing random numbers that meet all known tests.
There are batteries of tests to profile PRNGs. See for example this NIST page.
As the comments point out, the first two sentences are overstated and are only strictly true for PRNGs that may be used in cryptography. Weaker (i.e. more predictable) PRNGs might be chosen for other domains in order to improve time or space performance.
You can write a battery of tests for a list of candidate generators, but there are a lot of generators, and some have enormous state where adjacent values of a well-seeded generator will reveal nothing useful and you'll have to see wait for a long time before you can get the two data points which will have an informative relationship.
On the plus side; while the list of random number generators that you might encounter is vast, there are telltale signs that will help you identify some classes of simple generators quickly and then you can perform focussed analysis to derive the specific configuration.
Unfortunately even a simple generator like KISS shows that while the generator can be trivially broken when you know its configuration, it can hide its signature from anything that does not know its configuration, leaving you in a situation where you have to individually test for every possible configuration.
There are quality tests like dieharder and TestU01 which will consume many megabytes of data to identify any weakness in a generator; however, these can also identify weaknesses in real RNGs, so they could give a strong false positive.
To consume only a 100 integers you would really need to have a list of generators in mind. For example, to detect LCG used inappropriately, you simply test to see if the bottom three bits cycle through a repeating pattern of 8 values -- but this is by far the easiest case.
If you had a sequence 625 or more 32-bit integers, you could detect with high confidence whether it was from consecutive calls to Mersenne Twister. That is because it leaks state information in the output values.
For an example of how it is done, see this blog entry.
Similar results are in theory possible when you don't have ideal data such as full 32-bit integers, but you would need a longer sequence and the maths gets harder. You would also need to know - or perhaps guess by trying obvious options - how the numbers were being reduced from the larger range to the smaller one.
Similar results are possible from other PRNGs, but generally only the non-cryptographic ones.
In principle you could identify specific PRNG sequences with very high confidence, but even simple barriers such as missing numbers from the strict sequence can make it a lot harder. There will also be many PRNGs that you will not be able to reliably detect, and typically you will either have close to 100% confidence of a match (to a hackable PRNG) or 0% confidence of any match.
Whether or not a PRNG is a hackable (and therefore could be detected by the numbers it emits) is not a general indicator of PRNG quality. Obviously, "hackable" is opposite to a requirement for "secure", so don't consider Mersenne Twister for creating unguessable codes. However, do consider it as a source of randomness for e.g. neural networks, genetic algorithms, monte-carlo simulations and other places where you need a lot of statistically random-looking data.
I have been reading various articles about random numbers and their generators. There are usually 3 important conclusions that I draw from them:
Random numbers are not truly random
Much of the time they have a bias (modulo bias)
Humans are incapable of being random number generators, when they are trying to "act randomly"
So, with the latter-most of these observations in mind, how would we be able to
Tell if a sequence of numbers that we see is truly random, and more importantly
Is there some way we can prove that said sequence is really random?
I'm tempted to say that so long as you generate a sufficiently large enough sample set 1,000,000+, you should see more or less a uniform dispersion of (pseudo)random numbers occur. However, I'm sure some Maths genius has a way of discrediting this, because surely the by laws of probability you could get a run of one number just as likely as any other sequence.
From what I have read, if you really need random numbers its best to try and reuse what cryptographic libraries use. The field of Cryptography is obviously complex and relies on random numbers for key generation. From the section in OWASP's guide titled "Reversible Authentication Tokens" it says this...
The only way to generate secure authentication tokens is to ensure
there is no way to predict their sequence. In other words: true random
numbers.
It could be argued that computers can not generate true random
numbers, but using new techniques such as reading mouse movements and
key strokes to improve entropy has significantly increased the
randomness of random number generators. It is critical that you do not
try to implement this on your own; use of existing, proven
implementations is highly desirable.
Most operating systems include functions to generate random numbers
that can be called from almost any programming language.
My take is that unless you're coding Cryptographic libraries yourself, put trust in those that are (e.g. use Java Cryptography Extension) so you don't have to proove it yourself.
Pretty Simple Test:
If you really want to get into testing random numbers, you could simulate a program that outputs random numbers from 1-100 100 times as an example.
Then look at those numbers and see if there's any patterns. Then follow that test by restarting the program several times and repeating the process.
Examine all data to figure out if random numbers are always random, just random during individual tests, or never. :P
Testing a random number generator is probably mostly up to what you want to look for. Even pure non-repeatability is no guarantee of randomness.
There are some companies that will test a random number generator for the purposes of certification (e.g. online casinos). One that I found quickly is called iTech Labs, though their testing methodology page leaves a lot to be desired in terms of technical detail.
Other testers and certification bodies publish the required data for a certification; there's more specific detail here but not as much as you want.
You could potentially do a statistical analysis and compare the results of your random number generator to a "true" random source but the argument could be made for bias from trying to translate the true random source into your possibility space anyway.
Randomness tests verify the mathematical properties of the sequence. For example entry frequencies (all symbols are expected to have the same frequency), local variance, sequence analysis (the probability of a symbol must not depend on the previous ones).
A definite proof does not exist, but there is a quality factor - the probability of a sequence to really be random.
Another criterion could be based on compressibility: true randomness has maximum entropy and can not therefore be compressed.
This test is not reliable for randomness, of course, but allows quick and dirty testing with ready tools such as zlib.
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.
How would you mathematically model the distribution of repeated real life performance measurements - "Real life" meaning you are not just looping over the code in question, but it is just a short snippet within a large application running in a typical user scenario?
My experience shows that you usually have a peak around the average execution time that can be modeled adequately with a Gaussian distribution. In addition, there's a "long tail" containing outliers - often with a multiple of the average time. (The behavior is understandable considering the factors contributing to first execution penalty).
My goal is to model aggregate values that reasonably reflect this, and can be calculated from aggregate values (like for the Gaussian, calculate mu and sigma from N, sum of values and sum of squares). In other terms, number of repetitions is unlimited, but memory and calculation requirements should be minimized.
A normal Gaussian distribution can't model the long tail appropriately and will have the average biased strongly even by a very small percentage of outliers.
I am looking for ideas, especially if this has been attempted/analysed before. I've checked various distributions models, and I think I could work out something, but my statistics is rusty and I might end up with an overblown solution. Oh, a complete shrink-wrapped solution would be fine, too ;)
Other aspects / ideas: Sometimes you get "two humps" distributions, which would be acceptable in my scenario with a single mu/sigma covering both, but ideally would be identified separately.
Extrapolating this, another approach would be a "floating probability density calculation" that uses only a limited buffer and adjusts automatically to the range (due to the long tail, bins may not be spaced evenly) - haven't found anything, but with some assumptions about the distribution it should be possible in principle.
Why (since it was asked) -
For a complex process we need to make guarantees such as "only 0.1% of runs exceed a limit of 3 seconds, and the average processing time is 2.8 seconds". The performance of an isolated piece of code can be very different from a normal run-time environment involving varying levels of disk and network access, background services, scheduled events that occur within a day, etc.
This can be solved trivially by accumulating all data. However, to accumulate this data in production, the data produced needs to be limited. For analysis of isolated pieces of code, a gaussian deviation plus first run penalty is ok. That doesn't work anymore for the distributions found above.
[edit] I've already got very good answers (and finally - maybe - some time to work on this). I'm starting a bounty to look for more input / ideas.
Often when you have a random value that can only be positive, a log-normal distribution is a good way to model it. That is, you take the log of each measurement, and assume that is normally distributed.
If you want, you can consider that to have multiple humps, i.e. to be the sum of two normals having different mean. Those are a bit tricky to estimate the parameters of, because you may have to estimate, for each measurement, its probability of belonging to each hump. That may be more than you want to bother with.
Log-normal distributions are very convenient and well-behaved. For example, you don't deal with its average, you deal with it's geometric mean, which is the same as its median.
BTW, in pharmacometric modeling, log-normal distributions are ubiquitous, modeling such things as blood volume, absorption and elimination rates, body mass, etc.
ADDED: If you want what you call a floating distribution, that's called an empirical or non-parametric distribution. To model that, typically you save the measurements in a sorted array. Then it's easy to pick off the percentiles. For example the median is the "middle number". If you have too many measurements to save, you can go to some kind of binning after you have enough measurements to get the general shape.
ADDED: There's an easy way to tell if a distribution is normal (or log-normal). Take the logs of the measurements and put them in a sorted array. Then generate a QQ plot (quantile-quantile). To do that, generate as many normal random numbers as you have samples, and sort them. Then just plot the points, where X is the normal distribution point, and Y is the log-sample point. The results should be a straight line. (A really simple way to generate a normal random number is to just add together 12 uniform random numbers in the range +/- 0.5.)
The problem you describe is called "Distribution Fitting" and has nothing to do with performance measurements, i.e. this is generic problem of fitting suitable distribution to any gathered/measured data sample.
The standard process is something like that:
Guess the best distribution.
Run hypothesis tests to check how well it describes gathered data.
Repeat 1-3 if not well enough.
You can find interesting article describing how this can be done with open-source R software system here. I think especially useful to you may be function fitdistr.
In addition to already given answers consider Empirical Distributions. I have successful experience in using empirical distributions for performance analysis of several distributed systems. The idea is very straightforward. You need to build histogram of performance measurements. Measurements should be discretized with given accuracy. When you have histogram you could do several useful things:
calculate the probability of any given value (you are bound by accuracy only);
build PDF and CDF functions for the performance measurements;
generate sequence of response times according to a distribution. This one is very useful for performance modeling.
Try whit gamma distribution http://en.wikipedia.org/wiki/Gamma_distribution
From wikipedia
The gamma distribution is frequently a probability model for waiting times; for instance, in life testing, the waiting time until death is a random variable that is frequently modeled with a gamma distribution.
The standard for randomized Arrival times for performance modelling is either Exponential distribution or Poisson distribution (which is just the distribution of multiple Exponential distributions added together).
Not exactly answering your question, but relevant still: Mor Harchol-Balter did a very nice analysis of the size of jobs submitted to a scheduler, The effect of heavy-tailed job size distributions on computer systems design (1999). She found that the size of jobs submitted to her distributed task assignment system took a power-law distribution, which meant that certain pieces of conventional wisdom she had assumed in the construction of her task assignment system, most importantly that the jobs should be well load balanced, had awful consequences for submitters of jobs. She's done good follor-up work on this issue.
The broader point is, you need to ask such questions as:
What happens if reasonable-seeming assumptions about the distribution of performance, such as that they take a normal distribution, break down?
Are the data sets I'm looking at really representative of the problem I'm trying to solve?
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.