Microsoft Excel's 'Not The Wichmann-Hill' random number generators
نویسنده
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.
منابع مشابه
A Unified View of Long-period Random Number Generators
Two types of linear congruent.ial random number generator are considered: the conventional one using integer arithmetic and another using polynomial arithmetic over finite fields. We show t.hat most of the long-period random number generators currently used or recently proposed, which include multiple re.:ursive generators, shift register generators, add-with-carry and subtract-with-borrow gene...
متن کاملStatistical Justification of Combination Generators
The combination generator, first proposed by Wichmann and Hill (1982), is constructed by taking the fractional part of the sum of several random number generators. It is probably one of the most popular random number generators used. Its empirical performance is superior to the classical Lehmer congruential generator. However, its theoretical justification is somewhat primitive. In this paper, ...
متن کاملStructural Properties for Two Classes of Combined Random Number Generators
We analyze a class of combined random number generators recently proposed by L'Ecuyer, which combines a set of linear congruential generators (LCG's) with distinct prime moduli. We show that the geometrical behavior of the vectors of points produced by the combined generator can be approximated by the lattice structure of an associated LCG, whose modulus is the product of the moduli of the indi...
متن کاملDesign of low power random number generators for quantum-dot cellular automata
Quantum-dot cellular automata (QCA) are a promising nanotechnology to implement digital circuits at the nanoscale. Devices based on QCA have the advantages of faster speed, lower power consumption, and greatly reduced sizes. In this paper, we are presented the circuits, which generate random numbers in QCA. Random numbers have many uses in science, art, statistics, cryptography, gaming, gambli...
متن کاملDesign of low power random number generators for quantum-dot cellular automata
Quantum-dot cellular automata (QCA) are a promising nanotechnology to implement digital circuits at the nanoscale. Devices based on QCA have the advantages of faster speed, lower power consumption, and greatly reduced sizes. In this paper, we are presented the circuits, which generate random numbers in QCA. Random numbers have many uses in science, art, statistics, cryptography, gaming, gambli...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید
ثبت ناماگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید
ورودعنوان ژورنال:
- Computational Statistics & Data Analysis
دوره 52 شماره
صفحات -
تاریخ انتشار 2008