Randomness test

User avatar
ErikJan
BronzeLounger
Posts: 1299
Joined: 03 Feb 2010, 19:59
Location: Terneuzen, the Netherlands

Randomness test

Post by ErikJan »

As mentioned elsewhere; I'm busy doing some statistical work involving also the generation of many random numbers (between 0 and 1). There's an interesting article here http://blog.richpollock.com/2014/08/ran ... -in-excel/ discussing how Excel did and does this... seem that the (preferred) Mersenne Twister algorithm might be used in Excel since 2010 (although not official confirmation can be found). Seems also that in VBA things might be different...
I can experiment a bit but important is that I have tools to test the "randomness". The article and literature mentions a couple of standard (sol called "DIEHARD") tests or even better TESTU01 test suites (SmallCrush, Crush, and BigCrush). Regretfully I see no implementations in e.g. basic code I can get into Excel VBA and where I can input random numbers directly or via a simple ASCII file with numbers. Anyone who might have some experience here maybe?

User avatar
HansV
Administrator
Posts: 78868
Joined: 16 Jan 2010, 00:14
Status: Microsoft MVP
Location: Wageningen, The Netherlands

Re: Randomness test

Post by HansV »

While not an answer to your question, On the accuracy of statistical procedures in Microsoft Excel 2010 mey be of interest.
Best wishes,
Hans