We Keep Coding

Is Random.NextBytes biased?

The .NET reference source shows the implementation of NextBytes() as:
for (int i=0; i<buffer.Length; i++)
{
buffer[i]=(byte)(InternalSample()%(Byte.MaxValue+1));
}
InternalSample provides a value in [0, int.MaxValue), as evidenced by it's doc comment and the fact that Next(), which is documented to return this range, simply calls InternalSample.
My concern is that, since InternalSample can produce int.MaxValue different values, and that number is not evenly divisible by 256, then we should have some slight bias in the resulting bytes, with some values (in this case just 255) occurring less frequently than others.
My question is:
Is this analysis correct or is the method in fact unbiased?
If the bias exists, is it strong enough to matter for any real application?
FYI I know Random should not be used for cryptographic purposes; I'm thinking about it's valid use cases (e. g. simulations).

Your analysis is indeed correct. But the defect is one part in two billions i.e. 1 / 2^31 so fairly negligible.
The question that one should ask is, is it even detectable ? For example, how many samples N does one need to establish the bias with say 99% certainty. From what I know, N > s^2 z^2 / epsilon^2, with
z = 2.58,
epsilon = 1 / 2^32 and
s^2 = p - p^2
p = 1/2^8 - 1/2^31
this would require 4.77x10^17 samples, a number so large it will hardly be the most obvious defect.

Refer to Knuth vol. 2, 3.2.1.1 Choice of Modulus. You actually want a modulus that is not equal 256; using 256, the lower 4 bits of the resulting byte are considerably less random than are obtained using 257 (p. 12).
257 is also prime, which is convenient to help reduce bias and lengthen the pseudo-random sequence.
Any pseudo-random sequence is, by definition, not truly random. For non-cryptographic applications, what is unbiased enough? If in doubt, my recommendation is to sample the generated numbers the way your application is going to draw them and do some statistical analysis. The off-the-shelf random number generators are good enough for many applications, but not necessarily good enough for yours.

c# format preserving encryption for integers

I have a requirement for generating numeric codes that will be used as redemption codes for vouchers or similar. The requirement is that the codes are numeric and relatively short for speed on data entry for till operators. Around 6 characters long and numeric. We know that's a small number so we have a process in place so that the codes can expire and be re-used.
We started off by just using a sequential integer generator which is working well in terms of generating a unique code. The issue with this is that the codes generated are sequential so predictable which means customers could guess codes that we generate and redeem a voucher not meant for them.
I've been reading up on Format Preserving Encryption which seems like it might work well for us. We don't need to decrypt the code back at any point as the code itself is arbitrary we just need to ensure it's not predictable (by everyday people). It's not crucial for security it's just to keep honest people honest.
There are various ciphers referenced in the wikipedia article but I have very basic cryptographic and mathematical skills and am not capable of writing my own code to achieve this based on the ciphers.
I guess my question is, does anyone know of a c# implementation of this that will encrypt an integer into another integer and maintain the same length?
FPE seems to be used well for encrypting a 16 digit credit card number into another 16 digit number. We need the same sort of thing but not necessarily fixed to a length but as long is the plain values length matches the encrypted values length.
So the following four integers would be encrypted
from
123456
123457
123458
123459
to something non-sequential like this
521482
265012
961450
346582
I'm open to any other suggestions to achieve this FPE just seemed like a good option.
EDIT
Thanks for the suggestions around just generating a unique code and storing them and checking for duplicates. for now we've avoided doing this because we don't want to have to check storage when we generate. This is why we use a sequential integer generator so we don't need to check if the code is unique or not. I'll re-investigate doing this but for now still looking for ways to avoid having to go to storage each time we generate a code.

I wonder if this will not be off base also, but let me give it a try. This solution will require no storage but will require processing power (a tiny amount, but it would not be pencil-and-paper easy). It is essentially a homemade PRNG but may have characteristics more suitable to what you want to do than the built-in ones do.
To make your number generator, make a polynomial with prime coefficients and a prime modulus. For example, let X represent the Nth voucher you issed. Then:
Voucher Number = (23x^4+19x^3+5x^2+29x+3)%65537. This is of course just an example; you could use any number of terms, any primes you want for the coefficients, and you can make the modulus as large as you like. In fact, the modulus does not need to be prime at all. It only sets the maximum voucher number. Having the coefficients be prime helps cut down on collisions.
In this case, vouchers #100, 101, and 102 would have numbers 26158, 12076, and 6949, respectively. Consider it a sort of toy encryption where the coefficients are your key. Not super secure, but nothing with an output space as small as you are asking for would be secure against a strong adversary. But this should stop the everyday fraudster.
To confirm a valid voucher would take the computer (but calculation only, not storage). It would iterate through a few thousand or tens of thousands of input X looking for the output Y that matches the voucher presented to you. When it found the match, it could signal a valid voucher.
Alternatively, you could issue the vouchers with the serial number and the calculation concatenated together, like a value and checksum. Then you could run the calculation on the value by hand using your secret coefficients to confirm validity.
As long as you do not reveal the coefficients to anyone, it is very hard to identify a pattern in the outputs. I am not sure if this is even close to as secure as what you were looking for, but posting the idea just in case.
I miscalculated the output for 100 (did it by hand and failed). Corrected it just now. Let me add some code to illustrate how I'd check for a valid voucher:
using System;
using System.Numerics;
namespace Vouchers
{
class Program
{
static void Main(string[] args)
{
Console.Write("Enter voucher number: ");
BigInteger input = BigInteger.Parse(Console.ReadLine());
for (BigInteger i = 0;i<10000000;i++)
{
BigInteger testValue = (23 * i * i * i * i + 19 * i * i * i + 5 * i * i + 29 * i + 3) % 65537;
if(testValue==input)
{
Console.WriteLine("That is voucher # " + i.ToString());
break;
}
if (i == 100) Console.WriteLine(testValue);
}
Console.ReadKey();
}
}
}

One option is to build an in-place random permutation of the numbers. Consider this code:
private static readonly Random random = new Random((int)DateTime.UtcNow.Ticks);
private static int GetRandomPermutation(int input)
{
char[] chars = input.ToString().ToCharArray();
for (int i = 0; i < chars.Length; i++ )
{
int j = random.Next(chars.Length);
if (j != i)
{
char temp = chars[i];
chars[i] = chars[j];
chars[j] = temp;
}
}
return int.Parse(new string(chars));
}
You mentioned running into performance issues with some other techniques. This method does a lot of work, so it may not meet your performance requirements. It's a neat academic exercise, anyway.

Thanks for the help from the comments to my original post on this from Blogbeard and lc. It Turns out we needed to hit storage when generating the codes anyway so this meant implementing a PRNG was a better option for us rather than messing around with encryption.
This is what we ended up doing
Continue to use our sequential number generator to generate integers
Create an instance of C# Random class (a PRNG) using the sequential number as a seed.
Generate a random number within the range of the minimum and maximum number we want.
Check for duplicates and regenerate until we find a unique one
Turns out using c# random with a seed makes the random numbers actually quite predictable when using the sequential number as a seed for each generation.
For example with a range between 1 and 999999 using a sequential seed I tested generating 500000 values without a single collision.

Probability with Random.Next()

I want to write a lottery draw program which needs to randomly choose 20000 numbers from 1-2000000 range. The code is as below:
Random r = New Random(seed); //seed is a 6 digits e.g 123456
int i=0;
while(true){
r.Next(2000000);
i++;
if(i>=20000)
break;
}
My questions are:
Can it make sure the same possibility of all the numbers from 1 to 2000000?
Is the upper bound 2000000 included in the r.Next()?
Any suggestion?

The .NET Random class does a fairly good job of generating random numbers. However be aware that if you seed it with the same number you'll get the same "random" numbers each time. If you don't want this behavior don't provide a seed.
If you're after much more random number generator than the built in .NET one then take a look at random.org. It's one of the best sites out there for getting true random numbers - I believe there's an API. Here's a quote from their site:
RANDOM.ORG offers true random numbers to anyone on the Internet. The
randomness comes from atmospheric noise, which for many purposes is
better than the pseudo-random number algorithms typically used in
computer programs. People use RANDOM.ORG for holding drawings,
lotteries and sweepstakes, to drive games and gambling sites, for
scientific applications and for art and music. The service has existed
since 1998 and was built by Dr Mads Haahr of the School of Computer
Science and Statistics at Trinity College, Dublin in Ireland. Today,
RANDOM.ORG is operated by Randomness and Integrity Services Ltd.
Finally Random.Next() is exlusive so the upper value you supply will never be called. You may need to adjust your code appropriately if you want 2000000 to be in there.

It includes the minValue but does not include the maxValue. Therefore if you want to generate numbers from 1 to 2000000 use:
r.Next(1,2000001)

I believe your question is implementation dependent.
The naïve method of generating a random integer in a range is to generate a random 32-bit word and then normalise it across your range.
The larger the range you're normalising the more the probabilities of each individual value fluctuate.
In your situation, you're normalising 4.3 billion inputs over 2 million outputs. This will mean that the probabilities of each number in your range will differ by up to about 1 in 2000 (or 0.05%). If this slight difference in probabilities is okay for you, then go ahead.

Upperbound included?
No, the upperbound is exclusive so you'll have to use 2000001 to include 2000000.
Any suggestion?
Let me take the liberty of suggesting not to use a while(true) / break. Simply put the condition of the if in your while statement:
Random r = New Random(seed); //seed is a 6 digits e.g 123456
int i=0;
while(i++ < 20000)
{
r.Next(1, 2000001);
}
I know this is nitpicking, but it is a suggestion... :)

How is a random number generated at runtime?

Since computers cannot pick random numbers(can they?) how is this random number actually generated. For example in C# we say,
Random.Next()
What happens inside?

You may checkout this article. According to the documentation the specific implementation used in .NET is based on Donald E. Knuth's subtractive random number generator algorithm. For more information, see D. E. Knuth. "The Art of Computer Programming, volume 2: Seminumerical Algorithms". Addison-Wesley, Reading, MA, second edition, 1981.

Since computers cannot pick random numbers (can they?)
As others have noted, "Random" is actually pseudo-random. To answer your parenthetical question: yes, computers can pick truly random numbers. Doing so is much more expensive than the simple integer arithmetic of a pseudo-random number generator, and usually not required. However there are applications where you must have non-predictable true randomness: cryptography and online poker immediately come to mind. If either use a predictable source of pseudo-randomness then attackers can decrypt/forge messages much more easily, and cheaters can figure out who has what in their hands.
The .NET crypto classes have methods that give random numbers suitable for cryptography or games where money is on the line. As for how they work: the literature on crypto-strength randomness is extensive; consult any good university undergrad textbook on cryptography for details.
Specialty hardware also exists to get random bits. If you need random numbers that are drawn from atmospheric noise, see www.random.org.

Knuth covers the topic of randomness very well.
We don't really understand random well. How can something predictable be random? And yet pseudo-random sequences can appear to be perfectly random by statistical tests.
There are three categories of Random generators, amplifying on the comment above.
First, you have pseudo random number generators where if you know the current random number, it's easy to compute the next one. This makes it easy to reverse engineer other numbers if you find out a few.
Then, there are cryptographic algorithms that make this much harder. I believe they still are pseudo random sequences (contrary to what the comment above implies), but with the very important property that knowing a few numbers in the sequence does NOT make it obvious how to compute the rest. The way it works is that crypto routines tend to hash up the number, so that if one bit changes, every bit is equally likely to change as a result.
Consider a simple modulo generator (similar to some implementations in C rand() )
int rand() {
return seed = seed * m + a;
}
if m=0 and a=0, this is a lousy generator with period 1: 0, 0, 0, 0, ....
if m=1 and a=1, it's also not very random looking: 0, 1, 2, 3, 4, 5, 6, ...
But if you pick m and a to be prime numbers around 2^16, this will jump around nicely looking very random if you are casually inspecting. But because both numbers are odd, you would see that the low bit would toggle, ie the number is alternately odd and even. Not a great random number generator. And since there are only 2^32 values in a 32 bit number, by definition after 2^32 iterations at most, you will repeat the sequence again, making it obvious that the generator is NOT random.
If you think of the middle bits as nice and scrambled, while the lower ones aren't as random, then you can construct a better random number generator out of a few of these, with the various bits XORed together so that all the bits are covered well. Something like:
(rand1() >> 8) ^ rand2() ^ (rand3() > 5) ...
Still, every number is flipping in synch, which makes this predictable. And if you get two sequential values they are correlated, so that if you plot them you will get lines on your screen. Now imagine you have rules combining the generators, so that sequential values are not the next ones.
For example
v1 = rand1() >> 8 ^ rand2() ...
v2 = rand2() >> 8 ^ rand5() ..
and imagine that the seeds don't always advance. Now you're starting to make something that's much harder to predict based on reverse engineering, and the sequence is longer.
For example, if you compute rand1() every time, but only advance the seed in rand2() every 3rd time, a generator combining them might not repeat for far longer than the period of either one.
Now imagine that you pump your (fairly predictable) modulo-type random number generator through DES or some other encryption algorithm. That will scramble up the bits.
Obviously, there are better algorithms, but this gives you an idea. Numerical Recipes has a lot of algorithms implemented in code and explained. One very good trick: generate not one but a block of random values in a table. Then use an independent random number generator to pick one of the generated numbers, generate a new one and replace it. This breaks up any correlation between adjacent pairs of numbers.
The third category is actual hardware-based random number generators, for example based on atmospheric noise
http://www.random.org/randomness/
This is, according to current science, truly random. Perhaps someday we will discover that it obeys some underlying rule, but currently, we cannot predict these values, and they are "truly" random as far as we are concerned.
The boost library has excellent C++ implementations of Fibonacci generators, the reigning kings of pseudo-random sequences if you want to see some source code.

I'll just add an answer to the first part of the question (the "can they?" part).h
Computers can generate (well, generate may not be an entirely accurate word) random numbers (as in, not pseudo-random). Specifically, by using environmental randomness which is gotten through specialized hardware devices (that generates randomness based on noise, for e.g.) or by using environmental inputs (e.g. hard disk timings, user input event timings).
However, that has no bearing on the second question (which was how Random.Next() works).

The Random class is a pseudo-random number generator.
It is basically an extremely long but deterministic repeating sequence. The "randomness" comes from starting at different positions. Specifying where to start is done by choosing a seed for the random number generator and can for example be done by using the system time or by getting a random seed from another random source. The default Random constructor uses the system time as a seed.
The actual algorithm used to generate the sequence of numbers is documented in MSDN:
The current implementation of the Random class is based on Donald E. Knuth's subtractive random number generator algorithm. For more information, see D. E. Knuth. "The Art of Computer Programming, volume 2: Seminumerical Algorithms". Addison-Wesley, Reading, MA, second edition, 1981.

Computers use pseudorandom number generators. Essentially, they work by start with a seed number and iterating it through an algorithm each time a new pseudorandom number is required.
The process is of course entirely deterministic, so a given seed will generate exactly the same sequence of numbers every time it is used, but the numbers generated form a statistically uniform distribution (approximately), and this is fine, since in most scenarios all you need is stochastic randomness.
The usual practice is to use the current system time as a seed, though if more security is required, "entropy" may be gathered from a physical source such as disk latency in order to generate a seed that is more difficult to predict. In this case, you'd also want to use a cryptographically strong random number generator such as this.

I don't know much details but what I know is that a seed is used in order to generate the random numbers it is then based on some algorithm that uses that seed that a new number is obtained.
If you get random numbers based on the same seed they will be the same often.

How can I generate truly (not pseudo) random numbers with C#?

I know that the Random class can generate pseudo-random numbers but is there a way to generate truly random numbers?

The answer here has two main sides to it. There are some quite important subtleties to which you should pay due attention...
The Easy Way (for simplicity & practicality)
The RNGCryptoServiceProvider, which is part of the Crypto API in the BCL, should do the job for you. It's still technically a pseudo-random number generated, but the quality of "randomness" is much higher - suitable for cryptographic purposes, as the name might suggest.
There are other crypographic APIs with high quality pseudo random generaters available too. Algorithms such as the Mersenne twister are quite popular.
Comparing this to the Random class in the BCL, it is significantly better. If you plot the numbers generated by Random on a graph, for example, you should be able to recognise patterns, which is a strong sign of weakness. This is largely due to the fact that the algorithm simply uses a seeded lookup table of fixed size.
The Hard Way (for high quality theoretical randomness)
To generate truly random numbers, you need to make use of some natural phenomenon, such as nuclear decay, microscopic temperature fluctuations (CPU temperature is a comparatively conveient source), to name a few. This however is much more difficult and requires additional hardware, of course. I suspect the practical solution (RNGCryptoServiceProvider or such) should do the job perfectly well for you.
Now, note that if you really do require truly random numbers, you could use a service such as Random.org, which generates numbers with very high randomness/entropy (based on atmospheric noise). Data is freely available for download. This may nonetheless be unnecessarily complicated for your situation, although it certainly gives you data suitable for scientific study and whatnot.
The choice is yours in the end, but at least you should now be able to make an informative decision, being aware of the various types and levels of RNGs.

short answer: It is not directly possible to generate TRULY RANDOM NUMBERS using only C# (i.e. using only a purely mathematical construction).
long(er) answer: Only by means of employing an external device capable of generating "randomness" such as a white noise generator or similar - and capturing the output of that device as a seed for a pseudo random number generator (PRG). That part could be accomplished using C#.

True random numbers can only be generated if there is a truly random physical input device that provides the seed for the random function.
Whether anything physical and truly random exists is still debated (and likely will be for a long time) by the science community.
Psuedo-random number generators are the next best thing and the best are very difficult to predict.

As John von Neumann joked, "Anyone who considers arithmetical methods of producing random digits is, of course, in a state of sin."

The thread is old and answered, but i thought I'd proceed anyway. It's for completeness and people should know some things about Random in c#.
As for truly random, the best you can ever hope to do is use a "secure Pseudo Random Generator" like salsa20 or RC4 (sort of, sometimes). They pass a barrage of tests where "efficient" adversaries try to distinguish them from random. This comes with certain costs and is probably unnecessary for most uses.
The random class in c# is pretty good most of the time, it has a statically distribution that looks random. However the default seed for random() is the system time. So if you take lots of randoms at the "same time" they are taken with the same seed and will be the same ("random" is completely deterministic, don't let it fool you). Similar system time seeds also may produce similar numbers because of random class's shortcomings.
The way to deal with this is to set you own seeds, like
Random random = new Random((int)DateTime.Now.Ticks & (0x0000FFFF + x));
where x is some value you increment if you've created a loop to get a bunch of random numbers, say.
Also with c# random extensionsto your new variable like NextDouble() can be helpful in manipulating the random numbers, in this case crow-baring them into interval (0,1) to become unif(0,1), which happens is a distribution you can plug into stat formulas to create all the distributions in statistics.

Take a look at using an algorithm like Yarrow or Fortuna with entropy accumulation. The point with these algorithms is that they keep track of entropy as a measure of theoretical information content available for predicting future numbers by knowing the past numbers and the algorithms used to produce them; and they use cryptographic techniques to fold new entropy sources into the number generator.
You'll still need an external source of random data (e.g. hardware source of random numbers), whether that's time of keystrokes, or mouse movement, or hard disk access times, or CPU temperature, or webcam data, or stock prices, or whatever -- but in any case, you keep mixing this information into the entropy pools, so that even if the truly random data is slow or low quality, it's enough to keep things going in an unpredictable fashion.

I was debating building a random number generator based off twitter or one of the other social networking sites. Basically use the api to pull recent posts and then use that to seed a high quality pseudo random number generator. It probably isn't any more effective than randomizing off the timer but seemed like fun. Besides it seems like the best use for most of the stuff people post to twitter.

I always liked this idea, for the retro 60s look:
Lavarand

There is no "true" random in computers, everything is based on something else. For some (feasible) ways to generate pseudorandom data, try something such as a pool of the HD temp, CPU temp, network usage (packets/second) and possibly hits/second to the webserver.

Just to clarify everyone saying that there is no True RNG available in C# or on your computer is mistaken. A multi-core processor is inherently a True RNG. Very simply by taking advantage of processor spin you can generate bools that have no discernible pattern. From there you can generate whatever number range you want by using the bools as bits and constructing the number by adding the bits together.
Yes this is magnitudes slower than a purely mathematical solution but a purely mathematical solution will always have a pattern.
public static bool GenerateBoolean()
{
var gen1 = 0;
var gen2 = 0;
Task.Run(() =>
{
while (gen1 < 1 || gen2 < 1)
Interlocked.Increment(ref gen1);
});
while (gen1 < 1 || gen2 < 1)
Interlocked.Increment(ref gen2);
return (gen1 + gen2) % 2 == 0;
}

There is no way to generate truly random numbers with a computer. True randomness requires an external source that monitors some natural phenomenon.
That said, if you don't have access to such a source of truly random numbers you could use a "poor man's" process like this:
Create a long array (10000 or more items?) of numbers
Populate the array with current time-seeded random numbers the standard way
When a random number is required, generate a random index into the array and return the number contained at that position
Create a new, current time-seeded random number at the array index to replace the number used
This two-step process should improve the randomness of your results somewhat without the need for external input.
Here's a sample library that implements the above-described algorithm in C++: http://www.boost.org/doc/libs/1_39_0/libs/random/random-generators.html

This code will return you a random number between min and max:
private static readonly Random random = new Random();
private static readonly object syncLock = new object();
public int RandomNumber(int min, int max)
{
lock (syncLock)
{ // synchronize
return random.Next(min, max);
}
}
Usage:
int randomNumber = RandomNumber(0, 10); // a random number between 1 and 10