random number generator for scientific simulation purposes

M

MyVBAQuestions

Various sources have pointed out problems when using Microsoft Excel's
built-in random number generator for scientific purposes (e.g., see
http://en.wikibooks.org/wiki/Statis...el#Assessing_Random_Number_Generator_of_Excel
and the cited references).

I would like to use Excel and VBA for developing a simulation with
statistically valid results. Could anyone please suggest a DLL or
plug-in that I can access from within Excel or VBA that will allow me
to generate pseudorandom numbers with high statistical levels of
randomness?

In simulation, it can be useful to have separate random number streams
(e.g., separate streams of random numbers for arrival times,
processing times, etc.). Hopefully the random number tool would
support this.

I would like to be able to freely distribute my Excel/VBA simulations
for academic teaching purposes, so hopefully whatever random number
tool I use would support distribution for those purposes. If I have
to, I could use a commercial, non-shareable product for my own
internal research for which I hope to publish my results, and then use
some freeware random number product for teaching purposes where the
requirements for scientific / statistical purity are not so high.

Has anyone ever used the GNU Scientific Library as a DLL accessed from
within VBA?

Thank you for your help and advice!
 

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