JSM 2004 - Toronto

Abstract #301719

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Activity Number: 275
Type: Contributed
Date/Time: Tuesday, August 10, 2004 : 2:00 PM to 3:50 PM
Sponsor: Business and Economics Statistics Section
Abstract - #301719
Title: A Comparison of Random Number Generators Used in Business--II
Author(s): Archana Joshee*+ and Wendy Rotz and Eric Falk
Companies: Ernst & Young LLP and Ernst & Young LLP and Ernst & Young LLP
Address: 1225 Connecticut Ave. NW, Washington, DC, 20036,
Keywords: DIEHARD ; NIST Statistical Test Suite ; Random Number Generator ; Excel ; S-Plus ; SAS
Abstract:

This paper is a continuation of a study done by Wendy Rotz et al. presented in the 2001 JSM on the Comparison of Random Number Generators Used in Business. Microsoft revised Excel's Random Number Generator based on the research done in this 2001 study. How does Excel's new Random Number Generator perform compared to the version tested earlier? Does the RAND function in combination with the STREAMINIT function in SAS 8.2 work better than the RANUNI function? The DIEHARD battery of tests as well as the tests from the National Institute of Standards and Technology (NIST) are used to assess random number generators used in business.

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