Random number generator in Excel

  • Thread starter Thread starter Roger Avery
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Roger Avery

It was stated in lectures on simulation techniques that
the random number generator (PRNG) in Excel was not quite
good enough for use in simulation excercises .. the cycle
length is not long enough.
So my 3rd year honours project is to investigate this ..
but there are not enough cells on a worksheet to run RAND
till it repeats so it is not possible to do this check in
situ.
To do it in vaccuo I need the formulation of the PRNG
(presumably some form of linear congruential).
Can it be made available to me .. or where is/has it been
published/revealed .. or is there a contact who can
enlighten me.
Living in hope ...
Roger Avery
 
Roger Avery said:
It was stated in lectures on simulation techniques that
the random number generator (PRNG) in Excel was not quite
good enough for use in simulation excercises .. the cycle
length is not long enough.
So my 3rd year honours project is to investigate this ..
but there are not enough cells on a worksheet to run RAND
till it repeats so it is not possible to do this check in
situ.
To do it in vaccuo I need the formulation of the PRNG
(presumably some form of linear congruential).
Can it be made available to me .. or where is/has it been
published/revealed .. or is there a contact who can
enlighten me.
Living in hope ...
Roger Avery
Click to expand...

The cycle length in VBA (RND function) is 2^24 (16,777,216).

This is trivial to check with code for yourself, although it may take
your PC a while to get there depending on speed.

Alan.
 
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