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?
Randomness test
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- BronzeLounger
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Re: Randomness test
While not an answer to your question, On the accuracy of statistical procedures in Microsoft Excel 2010 mey be of interest.
Best wishes,
Hans
Hans