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2.20. Random Number Generators

Which random number generator does @RISK use? Can I choose a generator?

By default, @RISK/RISKOptimizer 5.0 and later use the Mersenne Twister.  Earlier versions of @RISK and RISKOptimizer used RAN3I.

In @RISK 5.0 and later, you can select a random number generator on the Sampling tab of the Simulation Settings dialog. The random number generator is not user selectable in RISKOptimizer 5.x or in earlier versions of either product.

Mersenne Twister is superior to RAN3I in that it has been more extensively studied and characterized. It has been proved that random numbers generated by the Mersenne Twister are equi-distributed up to 623 dimensions, and that its period is 2^19937 - 1, which is more than 10^6000. Please see What is Mersenne Twister (MT)? (accessed 2013-04-09) for more information.

Can I duplicate @RISK 4.5 simulation results by setting the random number generator to RAN3I?

If you run an @RISK 4.5 model in @RISK 5.x or 6.x with any random number generator, simulation results should be the same within normal statistical variability. But the simulation data will typically not be identical iteration for iteration, even with a fixed seed and the RAN3I generator, because of @RISK 5.x's new precedent checking and other features.

See also Random Number Generation, Seed Values, and Reproducibility.

What about versions within 5.x, 6.x, and 7.x?

From one version to the next, new features, and improvements in our code, may cause distributions to be evaluated in a different order.  Thus, you cannot count on reproducing @RISK 5.0 results iteration for iteration in 5.5, or reproducing @RISK 5.7.1 results iteration for iteration in 6.0.1, and so forth.  Of course, the results will always match within normal statistical variability.

last edited: 2015-06-16

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