From Memtest86 website:
Unreliable RAM can cause a multitude of problems. Corrupted data, crashes and unexplained behaviour.
Bad RAM is one of the most frustrating computer problems to have as symptoms are often random and hard to pin down. MemTest86 can help diagnose faulty RAM (or rule it out as a cause of system instability). As such it is often used by system builders, PC repair stores, overclockers & PC manufacturers.