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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