Differences in Random Numbers

*To*: mathgroup at smc.vnet.net*Subject*: [mg46784] Differences in Random Numbers*From*: Mark Coleman <mark at markscoleman.com>*Date*: Mon, 8 Mar 2004 04:10:19 -0500 (EST)*Sender*: owner-wri-mathgroup at wolfram.com

Greetings, My understanding is that the built-in Mathematica command Random[ ] will produce a uniformly distributed pseudo-random number in the range 0 to 1. Based on my read of the documentation, this should be equivalent to calling Random[UniformDistribution[0,1]] (after loading Statistics`ContinuousDistributions of course)). Is this correct? I ask this question because of some unusual results I obtained while testing another (fairly complex) program that makes use of uniform random variates. I initially used the Random[UniformDistribution[0,1]] function call and obtained final results of the complex program that were quire a bit different from the test case that I have been using to verify my code. When I switched to the simple Random[ ] call, my results looked much better. Sorry if this seems vague, but I found this behavior somewhat anomalous and wanted to be sure I understood the differences, in any, between these two methods of generating random variates. Thanks, -Mark