Re: Bad random number generator : Microsoft Excel (office XP)
From: Mensanator (mensanator_at_aol.compost)
Date: 06/11/04
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Date: 11 Jun 2004 05:14:02 GMT
>Subject: Bad random number generator : Microsoft Excel (office XP)
>From: simon.plouffe@sympatico.ca (simon plouffe)
>Date: 6/10/2004 2:52 PM Central Standard Time
>Message-id: <f7806d68.0406101152.6677dea4@posting.google.com>
>
>Hello,
>
> I was conducting some tests with the built-in
>random number generator of Excel.
>
>I asked 4 runs of 30,000 random numbers between 0 and 1.
>
>It has some limitations of course since a column can hardly
>have more rows anyway, if you ask for 1 million entries the
>program is too dumb to figure out to spread the results on
>many columns, so you have to split the thing in many parts.
>In principle this works since it apparently make a different
>run each time BUT...!
>
>There is a little surprise with this.
>
>Actually it does not look really a good random number generator
>because of this.
>
>- There are 120,000 entries but only 3037 are different, in other
>words it did pick up the same number up to 15 times!
>- The precision is suppossedly of 15 digits but according to the
>choice of different values I bet one could find the generator by
>doing a reverse engineering on it, ;-)
>- It did pick up the number 1 , 2 times.
I just did 131,072 random numbers and got 131,061different numbers.
There were 11 numbers repeated once each. How many should I have gotten?
>
>I think that this is BAD, how a random number generator
>can pick up the same values so many times at a precision
>of 15 digits : this is impossible.
>
>Did someone ever tested this particular bad program and
>if so, does anybody has any idea what is the formula
>or algorithm they (Bill Gates and Co.) use?
>
>I suspected that Excel and Microsoft are not so advanced
>, I had no idea it was so bad, this is Mickey Mouse Mathematics!
>
>I use the latest version of Excel with Windows XP, service
>pack 1 and Office XP.
>
>If you want to do a simulation and you use Excel? : bad idea.
>
>ps: I should send this to D.E. Knuth!
>
>Simon Plouffe
-- Mensanator Ace of Clubs
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