What algorithm does Excel 2010 use for Random Number Generation (MT19937?)

Question

Does Excel 2010+ use the Mersenne Twister (MT19937) algorithm for Pseudo Random Number Generation (PRNG) using the RAND() function?

This has been a nagging question for some time now, with "hints" that it indeed does.  A relatively thorough search turns up no definitive documentation.  The most direct indication is perhaps given by Guy Melard [Ref 9] where he tests Excel 2010's RAND() function using the Crush battery of tests in TestU01 by L'Ecuyer & Simard.  Melard references a "semi-official" indication that Microsoft did indeed implement MT19937 for the RAND() function in Excel 2010, but this reference no longer seems to be available. http://office.microsoft.com/enus/excel-help/about-solver-HP005198368.aspx?pid=CH010004571033.

The other references below document the history of the statistical suitability of the RNG and probability distributions in various versions of Excel.  This includes the Wichmann-Hill PRNG implementations supposedly (arguably) used in Excel 2003 & 2007 for random number generation.  But still, we have no answer as to which PRNG algorithm is used in Excel 2010.  Any help would be much appreciated. Thanks.

[Ref 1] B. McCullough, B. Wilson.  On the Accuracy of Statistical Procedures in Microsoft Excel 97.  Computational Statistics & Data Analysis. Vol. 31 No. 1, pp 27-37. July 1999. http://users.df.uba.ar/cobelli/LaboratoriosBasicos/excel97.pdf

[Ref 2]L. Knüsel.  On the accuracy of the statistical distributions in Microsoft Excel 97. Computational Statistics & Data Analysis. Vol. 26 No. 3, pp 375-377. January 1998. http://www.sciencedirect.com/science/article/pii/S0167947397817562

[Ref 3]B. McCullough, B. Wilson.  On the Accuracy of Statistical Procedures in Microsoft Excel 2000 and Excel XP.  Computational Statistics & Data Analysis. Vol.40 No. 4, pp 713-721. October 2002. https://www.researchgate.net/publication/222672996_On_the_accuracy_of_statistical_procedures_in_Microsoft_Excel_2000_and_Excel_XP/links/00b4951c314aac4702000000.pdf

[Ref 4] B. McCullough, B. Wilson.  On the Accuracy of Statistical Procedures in Microsoft Excel 2003.  Computational Statistics & Data Analysis. Vol.49. No. 4, pp 1244-1252. June 2005. http://www.pucrs.br/famat/viali/tic\_literatura/artigos/planilhas/msexcel.pdf

[Ref 5] L. Knüsel. On the accuracy of statistical distributions in Microsoft Excel 2003. Computational Statistics & Data Analysis, Vol. 48, No. 3, pp 445-449. March 2005. http://www.sciencedirect.com/science/article/pii/S0167947304000337

[Ref 6] B. McCullough, D.Heiser.  On the Accuracy of Statistical Procedures in Microsoft Excel 2007.  Computational Statistics & Data Analysis. Vol.52. No. 10, pp 4570-4578. June 2008. http://users.df.uba.ar/mricci/F1ByG2013/excel2007.pdf

[Ref 7] A. Yalta. The Accuracy of Statistical Distributions in Microsoft^®^ Excel 2007. Computational Statistics & Data Anlaysis. Vol. 52 No. 10, pp 4579 – 4586. June 2008. http://www.sciencedirect.com/science/article/pii/S0167947308001618

[Ref 8] B. McCullough.  Microsoft Excel’s ‘Not The Wichmann-Hill’ Random Number Generators. Computational Statistics and Data Analysis. Vol.52. No. 10, pp 4587-4593. June 2008. http://www.sciencedirect.com/science/article/pii/S016794730800162X

[Ref 9] G. Melard.  On the Accuracy of Statistical Procedures in Microsoft Excel 2010. Computational Statistics. Vol.29 No. 5, pp 1095-1128. October 2014. http://homepages.ulb.ac.be/~gmelard/rech/gmelard_csda23.pdf

[Ref 10] L. Knüsel.  On the Accuracy of Statistical Distributions in Microsoft Excel 2010. Department of Statistics - University of Munich, Germany. http://www.csdassn.org/software_reports/excel2011.pdf

Answer 1

Hi Raju.  Thank you for the helpful advice.  I will post my question in the Excel IT Pro forum at the link you provided.  Much appreciated.  Thank you very much.

Answer 2

Hello,

Welcome to Microsoft Community and thank you for posting your query.

For better suggestion related to Excel with Random number functionality, you may post your query in Excel IT pro using the forum link below.

http://social.technet.microsoft.com/Forums/en/excel/threads

Thank you.