Sometimes you come across old systems that do not support UEFI booting, so for memory testing you need tools that either are embedded on something like a Linux image that os in MBR, or the plain ISO download of older versions.
I opted for the latest “older” version 4.3 of MemTest86 [Wayback]:
As MemTest86 V9 supports only the newer UEFI platform, older PCs without UEFI support would be unable to boot MemTest86. In order to run MemTest86, PCs with legacy BIOS platform must use the older V4 release of MemTest86. The download links for the V4 downloads are still provided for those that prefer to work with the V4 bootable images.
–jeroen