RE: Random Number Generators

Fleming, Kirk ( (no email) )
Wed, 16 Jun 1999 08:40:50 -0400

We had contacted Microsoft to see if you could reset the seed in Excel
(which would be a nice thing if you wanted to reproduce results). At
least with Excel 97 the answer is no, you can't. They suggested writing
a VBA function to mimic their random number generator where the seed
could be reset.

The details behind their random number generator is available for
download from their website.

Kirk

-----Original Message-----
From: Arcady A. Novosyolov [mailto:anov@post.krascience.rssi.ru]
Sent: Wednesday, June 16, 1999 9:23 AM
To: casnet@lists.casact.org
Subject: Re: Random Number Generators

Richard,

Judging by my experience, the seed is reset
in Excel automatically.

Arcady.

=============================================
Arcady A. Novosyolov, Ph.D.
19-149, Academgorodok, Krasnoyarsk, Russia, 660036,
tel. +7 3912 495382 (business), +7 3912 498596 (home)
fax (603) 688-4664 (U.S.A. number)
mailto: anov@cc.krascience.rssi.ru
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ICQ: http://www.icq.com/38856350

-----Original Message-----
From: Richard.W.Nichols@travelers.com <Richard.W.Nichols@travelers.com>
To: casnet@lists.casact.org <casnet@lists.casact.org>
Date: Wednesday, June 16, 1999 6:50 PM
Subject: Re: Random Number Generators

>
>
>Its been years since I used APL, but back in the early 1980's I used to
do a
>class on APL where I would demonstrate the random number generator to
pick lotto
>numbers. I would write them down on the board after showing the APL
statement
>that generated them. Later in the class I would run the same APL
statement,
>and, magically, get the same answer. The point of the exercise was to
>demonstrate that the random number generator in APL always started with
the same
>seed if you started in a newly opened workspace. Starting with the
same seed
>meant that APL would generate the same random numbers in the same order
every
>time. (Anyone know if this is still true?)
>
>We warned the actuarial students taking the class to be sure to
randomize the
>seed, either by always saving the workspace after each simulation so
that the
>new seed would be saved as well, or by using the clock to randomize the
seed.
>We would simply pick N random numbers where N was the number of
milliseconds on
>the current time.
>
>All this did nothing to fix any bias that may have been in the RNG, but
it shows
>that there may be other problems as well. Anyone know if you can reset
the seed
>in Excel?
>
>Rich
>

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