In a famous article published 1951 ((Various techniques used in connection with random digits. NIST journal, Applied Math Series, 12:36-38, 1951. This article does not seem to be available online, though it is widely cited. It is reprinted in pages 768-770 of Von Neumann’s collected works, Vol. 5, Pergamon Press 1961)), John Von Neumann presented a way of skew-correcting a stream of random digits so as to ensure that 0s and 1s appeared with equal probability. This article introduces a simple and mentally workable generalization of his technique to random dice, so a loaded die can be used to uniformly draw numbers from the set \(\{1, 2, 3, 4, 5, 6\}\), with reasonable success.
Tag Archives: random walks
How random is pseudo-random? Testing pseudo-random number generators and measuring randomness
After introducing true and pseudo-random number generators, and presenting the methods used to measure randomness, this article details a number of common statistical tests used to evaluate the quality of random number generators.