Pseudo-random number generator

Question

What is the best way to create the best pseudo-random number generator? (any language works)

Answer 1

See this link for the TestU01 suite of tests, which includes several batteries of tests.

http://www.iro.umontreal.ca/~simardr/testu01/tu01.html

In the paper, the author demonstrates the test result on a variety of existing RNGs, but not .NET System.Random (as far as I can tell). Though he does test VB6's generator.

Very few pass all the tests...