Article ID Journal Published Year Pages File Type
417950 Computational Statistics & Data Analysis 2008 7 Pages PDF
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.

Related Topics
Physical Sciences and Engineering Computer Science Computational Theory and Mathematics
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