vendredi 28 avril 2017

Excel's random number generator not random at all?

I'm triying to test wheter Excel's random generator is really random, that's why I'm using Wald's test

By so doing this I have obtained a p-value of 0 thus I have not to accept null hypotesis i.e the sample is not random.

My question is:

1) Am I making some mistake either coding or interpreting?

Code:

'By Julio Jesús Luna moreno
'jlqmoreno@gmail.com
Option Base 1
Sub WALDTEST()
 Dim x, r(), i, n, mu, sigma, plus(), minus(), k, h, f, mediana As Variant
  Dim w As Double
  n = 1000: k = 0: h = 0
  Set f = Application.WorksheetFunction
  ReDim r(n)
  For i = 1 To n
  Randomize
   x = Rnd()
    r(i) = IIf(x >= 0.5, 1, 0)
     If r(i) = 1 Then
      h = h + 1
      ReDim Preserve plus(h)
       plus(h) = r(i)
        Else
         k = k + 1
         ReDim Preserve minus(k)
          minus(k) = r(i)
           End If
     Debug.Print r(i)
 Next i
  Debug.Print f.Count(plus)
  Debug.Print f.Count(minus)

  mu = ((2 * f.Count(plus) + f.Count(minus)) / n) + 1
  sigma = (mu - 1) * (mu - 2) / (n + 1)
   w = f.Norm_Dist(n, mu, sigma, False)
    Debug.Print w
End Sub

Thanks in advance!

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