Microsoft Excel's 'Not The Wichmann-Hill' random number generators

Computational Statistics and Data Analysis

Volumn 52, Issue 10, 2008, Pages 4587-4593

  McCullough, B D ^a  

^a DREXEL UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTER OPERATING SYSTEMS; DATA REDUCTION; NUMERICAL METHODS; PROBLEM SOLVING; STATISTICAL METHODS;

MICROSOFT (CO); RANDOM NUMBER GENERATORS;

RANDOM VARIABLES;

EID: 44349171746     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2008.03.006     Document Type: Article

References (14)

1. Gentle J.E. Random Number Generation and Monte Carlo Methods. 2nd ed (2003), Springer-Verlag, New York
2. Kahan, W., 2006. How futile are mindless assessments of roundoff in floating-point computation? http://www.cs.berkeley.edu/~wkahan/Mind1ess.pdf
3. L'Ecuyer P. Testing random number generators. In: Swain J.J., Crain R.C., and Wilson J.R. (Eds). Proceedings of the 1992 Winter Simulation Conference (1992), IEEE Press, NY 305-313
4. L'Ecuyer P. Uniform random number generation. Annals of Operations Research 53 (1994) 77-120
5. L'Ecuyer P., and Simard R. TESTU01: A C library for empirical testing of random number generators. ACM TOMS 33 4 (2007) Article 22
6. Marsaglia, G., 1996. DIEHARD: A battery of tests of randomness. http://stat.fsu.edu/pub/diehard
7. McCullough B.D. A review of TESTU01. Journal of Applied Econometrics 21 5 (2006) 677-682
8. McCullough B.D., and Wilson B. On the accuracy of statistical procedures in microsoft excel 97. Computational Statistics & Data Analysis 31 1 (1999) 27-37
9. McCullough B.D., and Wilson B. On the accuracy of statistical procedures in microsoft excel 97. Computational Statistics & Data Analysis 40 4 (2002) 713-721
10. McCullough B.D., and Wilson B. On the accuracy of statistical procedures in microsoft excel 2003. Computational Statistics & Data Analysis 49 4 (2005) 1244-1252
11. Ripley B.D. Thoughts on pseudorandom number generators. Journal of Computational and Applied Mathematics 31 (1990) 153-163
12. Wichmann B.A., and Hill I.D. Algorithm AS 183: An efficient and portable pseudo-random number generator. Applied Statistics 31 2 (1982) 188-190 Reprinted, with a correction. in Hill I.D., Griffiths P. (Eds.), Applied Statistics Algorithms, Ellis Horwood, Chichester, 1985
13. Wichmann B.A., and Hill I.D. Generating good pseudo-random numbers. Computational Statistics & Data Analysis 51 3 (2006) 1614-1622
14. Zeisel H. Remark on algorithm AS 183. Applied Statistics 35 (1986) 89