Statistical randomness

Statistical randomness

A numeric sequence is said to be statistically random when it contains no recognizable patterns or regularities; sequences such as the results of an ideal dice roll or the digits of π exhibit statistical randomness. Statistical randomness does not necessarily imply "true" randomness, i.e., objective unpredictability. Pseudorandomness is sufficient for many uses, such as statistics, hence the name statistical randomness. Global randomness and local randomness are different. Most philosophical conceptions of randomness are global—because they are based on the idea that "in the long run" a sequence looks truly random, even if certain sub-sequences would not look random. In a "truly" random sequence of numbers of sufficient length, for example, it is probable there would be long sequences of nothing but repeating numbers, though on the whole the sequence might be random. Local randomness refers to the idea that there can be minimum sequence lengths in which random distributions are approximated. Long stretches of the same numbers, even those generated by "truly" random processes, would diminish the "local randomness" of a sample (it might only be locally random for sequences of 10,000 numbers; taking sequences of less than 1,000 might not appear random at all, for example). A sequence exhibiting a pattern is not thereby proved not statistically random. According to principles of Ramsey theory, sufficiently large objects must necessarily contain a given substructure ("complete disorder is impossible"). Legislation concerning gambling imposes certain standards of statistical randomness to slot machines. (Wikipedia).

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Randomness | Spectral density estimation | Null hypothesis | TestU01 | Kolmogorov–Smirnov test | One-time pad | Autocorrelation | Diehard tests | Pearson's chi-squared test | Sequence | Normal number | Seven states of randomness | Pseudorandomness | Pi | Statistical hypothesis testing | Random error | Pseudorandom number generator | Dice | Binomial distribution | Ramsey theory | Wald–Wolfowitz runs test | Complete spatial randomness