You run a bunch of Diehard tests on them:

http://en.wikipedia.org/wiki/Diehard_tests

The best part of testing random number generators is playing 200,000 games of craps. My boss protested, but I just questioned his commitment to security…

FIPS 140-2 mentions some tests. [1]

[1] http://www.fdk.com/cyber-e/pdf/HM-RAE103.pdf