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

نویسنده

  • B. D. McCullough
چکیده

Microsoft attempted to implement theWichmann–Hill RNG in Excel 2003 and failed; it did not just produce numbers between zero andunity, itwould also produce negative numbers. Microsoft issued a patch that allegedly fixed the problem so that the patched Excel 2003 and Excel 2007 now implement the Wichmann–Hill RNG, as least according to Microsoft. We show thatwhatever RNG it is thatMicrosoft has implemented in these versions of Excel, it is not the Wichmann–Hill RNG. Microsoft has now failed twice to implement the dozen lines of code that define the Wichmann–Hill RNG. © 2008 Elsevier B.V. All rights reserved.

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عنوان ژورنال:
  • Computational Statistics & Data Analysis

دوره 52  شماره 

صفحات  -

تاریخ انتشار 2008