Pseudo-random number generators are widely used in many branches of science, mainly in applications related to Monte Carlo methods, although they are deterministic in design and, therefore, unsuitable for tackling fundamental problems in security and cryptography. The natural laws of the microscopic realm provide a fairly simple method to generate non-deterministic sequences of random numbers, based on measurements of quantum states. In practice, however, the experimental devices on which quantum random number generators are based are often unable to pass some tests of randomness. In this review, we briefly discuss two such tests, point out the challenges that we have encountered and finally present a fairly simple method that successfully generates non-deterministic maximally random sequences.