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Math.random VS random.nextDouble

 
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What are the advantages, if any, of using the Random class to return a random number over using the Math class?
 
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Look at the last couple of posts in this link. I tested both and found the Random class to be faster.
http://www.javaranch.com/ubb/Forum34/HTML/001112.html
 
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From memory, I have looked at the source code for the Math class and seen that it uses a Random object to produce its values. This may be wrong in different versions of Java though.
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