Journal article
Microsoft Excel’s ‘Not The Wichmann–Hill’ random number generators
Computational statistics & data analysis, v 52(10), pp 4587-4593
2008
Featured in Collection : UN Sustainable Development Goals @ Drexel
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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Details
- Title
- Microsoft Excel’s ‘Not The Wichmann–Hill’ random number generators
- Creators
- B.D. McCullough - Drexel University
- Publication Details
- Computational statistics & data analysis, v 52(10), pp 4587-4593
- Publisher
- Elsevier
- Resource Type
- Journal article
- Language
- English
- Academic Unit
- Decision Sciences (and Management Information Systems)
- Web of Science ID
- WOS:000257377100004
- Scopus ID
- 2-s2.0-44349171746
- Other Identifier
- 991019168199804721
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Data related to this publication, from InCites Benchmarking & Analytics tool:
- Web of Science research areas
- Computer Science, Interdisciplinary Applications
- Statistics & Probability