Statistical machine learning often uses probabilistic algorithms, such as Markov Chain Monte Carlo (MCMC), to solve a wide range of problems. Many accelerators are proposed using specialized hardware to address sampling inefficiency, the critical performance bottleneck of probabilistic algorithms. These accelerators usually improve the hardware efficiency by using some approximation techniques, such as reducing bit representation, truncating small values to zero, or simplifying the Random Number Generator (RNG). Understanding the influence of these approximations on result quality is crucial to meeting the quality requirements of real applications. Although a common approach is to compare the end-point result quality using community-standard benchmarks and metrics, we claim a probabilistic architecture should provide some measure (or guarantee) of statistical robustness. This work takes a first step towards quantifying the statistical robustness of specialized hardware MCMC accelerators by proposing three pillars of statistical robustness: sampling quality, convergence diagnostic, and goodness of fit. Each pillar has at least one quantitative metric without the need to know the ground truth data. We apply this method to analyze the statistical robustness of an MCMC accelerator proposed by previous work, with some modifications, as a case study. The method also applies to other probabilistic accelerators and can be used in design space exploration.