Interview Question: Random or Not Random

Sample Question #287 (statistics)
 
[This is a really good advanced question — I was given this when I interviewed at Morgan Stanley]
 
How do you check whether a random number generator generates truly random numbers?
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One Response to Interview Question: Random or Not Random

  1. Brett says:

    ANSWER
     
    Check this Wikipedia entry for some pointers. Random numbers are used heavily in simulations, so it’s important to understand the random number generation process.
     
    Bonus question: explain the difference between "true" random number generation and pseudo-random number generation.  (Answer: see the said Wikipedia entry for discussion)

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