Software for uniform random number generation: distinguishing the good and the bad

The requirements, design principles, and statistical testing approaches of uniform random number generators for simulation are briefly surveyed. An object-oriented random number package where random number streams can be created at will, and with convenient tools for manipulating the streams, is presented. A version of this package is now implemented in the Arena and AutoMod simulation tools. We also test some random number generators available in popular software environments such as Microsoft´s Excel and Visual Basic, SUN´s Java, etc., by using them on two very simple simulation problems. They fail the tests by a wide margin