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

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  • McCullough, B.D.

Abstract

Microsoft attempted to implement the Wichmann-Hill RNG in Excel 2003 and failed; it did not just produce numbers between zero and unity, it would 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 that whatever RNG it is that Microsoft 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.

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Bibliographic Info

Article provided by Elsevier in its journal Computational Statistics & Data Analysis.

Volume (Year): 52 (2008)
Issue (Month): 10 (June)
Pages: 4587-4593

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Handle: RePEc:eee:csdana:v:52:y:2008:i:10:p:4587-4593

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Web page: http://www.elsevier.com/locate/csda

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  1. Wichmann, B.A. & Hill, I.D., 2006. "Generating good pseudo-random numbers," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 51(3), pages 1614-1622, December.
  2. McCullough, B.D. & Wilson, Berry, 2005. "On the accuracy of statistical procedures in Microsoft Excel 2003," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 49(4), pages 1244-1252, June.
  3. B. D. McCullough, 2006. "A review of TESTU01," Journal of Applied Econometrics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 21(5), pages 677-682.
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Cited by:
  1. A. Yalta & A. Yalta, 2010. "Should Economists Use Open Source Software for Doing Research?," Computational Economics, Society for Computational Economics, vol. 35(4), pages 371-394, April.
  2. Hargreaves, Bruce R. & McWilliams, Thomas P., 2010. "Polynomial Trendline function flaws in Microsoft Excel," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 54(4), pages 1190-1196, April.

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