The technical term for this is calibration. When you calibrate your hygrometer, you are testing its accuracy by comparing it with an independent standard. All hygrometers should be calibrated. Some are not properly set when they leave the factory. Others, even the best models on the market, may experience what is known as drift, which means that they do not hold their accuracy over long periods and need to be re-calibrated.
Calibration is easy.
The basic principle is to create a small-scale environment where the relative humidity is known. You place your hygrometer in this environment and compare its reading to the known humidity level. Get to know your hygrometer. If your hygrometer has a pointer, look for screws or knobs on it that will allow you to move the pointer. If there are none, or if you have an electronic hygrometer.