Properly initializing a pseudo-random number generator

In the previous recipe, we looked at the pseudo-random number library, along with its components, and how it can be used to produce numbers in different statistical distributions. One important factor that was overlooked in that recipe is the proper initialization of the pseudo-random number generators.

With careful analysis (which is beyond the purpose of this recipe or this book), it can be shown that the Mersenne Twister engine has a bias toward producing some values repeatedly and omitting others, thus generating numbers not in a uniform distribution, but rather in a binomial or Poisson distribution. In this recipe, you will learn how to initialize a generator in order to produce pseudo-random numbers with a true uniform distribution.

Getting ready

You should read the previous recipe, Generating pseudo-random numbers, to get an overview of what the pseudo-random number library offers.

How to do it...

To...