Guide to the Statistical Tests

A total of sixteen statistical tests were developed, implemented and evaluated. The following describes each of the tests.

• Frequency (Monobits) Test

 
• Description: The focus of the test is the proportion of zeroes and ones for the entire sequence.  The purpose of this test is to determine whether that number of ones and zeros in a sequence are approximately the same as would be expected for a truly random sequence.  The test assesses the closeness of the fraction of ones to ½, that is, the number of ones and zeroes in a sequence should be about the same.

 
• Test for Frequency within a Block

 
• Description: The focus of the test is the proportion of zeroes and ones within M-bit blocks. The purpose of this test is to determine whether the frequency of ones is an M-bit block is approximately M/2.

 
• Runs Test

 
• Description: The focus of this test is the total number of zero and one runs in the entire sequence, where a run is an uninterrupted sequence of identical bits.  A run of length k means that a run consists of exactly k identical bits and is bounded before and after with a bit of the opposite value. The purpose of the runs test is to determine whether the number of runs of ones and zeros of various lengths is as expected for a random sequence.  In particular, this test determines whether the oscillation between such substrings is too fast or too slow.

• Test for the Longest Run of Ones in a Block

• Description: The focus of the test is the longest run of ones within M-bit blocks. The purpose of this test is to determine whether the length of the longest run of ones within the tested sequence is consistent with the length of the longest run of ones that would be expected in a random sequence. Note that an irregularity in the expected length of the longest run of ones implies that there is also an irregularity in the expected length of the longest run of zeroes.  Long runs of zeroes were not evaluated separately due to a concern about statistical independence among the tests.

• Random Binary Matrix Rank Test

• Description: The focus of the test is the rank of disjoint sub-matrices of the entire sequence.  The purpose of this test is to check for linear dependence among fixed length substrings of the original sequence.

• Discrete Fourier Transform (Spectral) Test

• Description: The focus of this test is the peak heights in the discrete Fast Fourier Transform.  The purpose of this test is to detect periodic features (i.e., repetitive patterns that are near each other) in the tested sequence that would indicate a deviation from the assumption of randomness.

• Non-overlapping (Aperiodic) Template Matching Test

• Description: The focus of this test is the number of occurrences of  pre-defined target substrings.  The purpose of this test is to reject sequences that exhibit too many occurrences of a given non-periodic (aperiodic) pattern. For this test and for the Overlapping Template Matching test, an m-bit window is used to search for a specific m-bit pattern. If the pattern is not found, the window slides one bit position. For this test, when the pattern is found, the window is reset to the bit after the found pattern, and the search resumes.

• Overlapping (Periodic) Template Matching Test

• Description: The focus of this test is the number of pre-defined target substrings.  The purpose of this test is to reject sequences that show deviations from the expected number of runs of ones of a given length. Note that when there is a deviation from the expected number of ones of a given length, there is also a deviation in the runs of zeroes. Runs of zeroes were not evaluated separately due to a concern about statistical independence among the tests.  For this test and for the Non-overlapping Template Matching test, an m-bit window is used to search for a specific m-bit pattern. If the pattern is not found, the window slides one bit position. For this test, when the pattern is found, the window again slides one bit, and the search is resumed.

• Maurer's Universal Statistical Test

• Description: The focus of this test is the number of bits between matching patterns.  The purpose of the test is to detect whether or not the sequence can be significantly compressed without loss of information.  An overly compressible sequence is considered to be non-random.

 
• Lempel-Ziv Complexity Test

 
• Description: The focus of this test is the number of cumulatively distinct patterns (words) in the sequence.  The purpose of the test is to determine how far the tested sequence can be compressed.  The sequence is considered to be non-random if it can be significantly compressed.  A random sequence will have a characteristic number of distinct patterns.

 
• Linear Complexity Test

 
• Description: The focus of this test is the length of a generating feedback register.  The purpose of this test is to determine whether or not the sequence is complex enough to be considered random.  Random sequences are characterized by a longer feedback register.  A short feedback register implies non-randomness.

• Serial Test

Description:  The focus of this test is the frequency of each and every overlapping m-bit pattern across the entire sequence.  The purpose of this test is to determine whether the number of occurrences of the 2m m-bit overlapping patterns is approximately the same as would be expected for a random sequence.  The pattern can overlap.
• Approximate Entropy Test

• Description: The focus of this test is the frequency of each and every overlapping m-bit pattern.  The purpose of the test is to compare the frequency of overlapping blocks of two consecutive/adjacent lengths (m and m+1) against the expected result for a random sequence.

• Cumulative Sum (Cusum) Test

 
• Description: The focus of this test is the maximal excursion (from zero) of the random walk defined by the cumulative sum of adjusted (-1, +1) digits in the sequence.  The purpose of the test is to determine whether the cumulative sum of the partial sequences occurring in the tested sequence is too large or too small relative to the expected behavior of that cumulative sum for random sequences.  This cumulative sum may be considered as a random walk.  For a random sequence, the random walk should be near zero.  For non-random sequences, the excursions of this random walk away from zero will be too large.

 
• Random Excursions Test

• Description: The focus of this test is the number of cycles having exactly K visits in a cumulative sum random walk.  The cumulative sum random walk is found if partial sums of the (0,1) sequence are adjusted to (-1, +1).  A random excursion of a random walk consists of a sequence of n steps of unit length taken at random that begin at and return to the origin. The purpose of this test is to determine if the number of visits to a state within a random walk exceeds what one would expect for a random sequence.

• Random Excursions Variant Test

• Description: The focus of this test is the number of times that a particular state occurs in a cumulative sum random walk. The purpose of this test is to detect deviations from the expected number of occurrences of various states in the random walk.

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