It is true that the pseudo-random numbers are not random enough for some very specific applications, but for most practical purposes they are good enough. I know people that work in stochastic physics and that use pseudo random numbers all the time to generate many realizations of random variables with the normal random number generator, without any problem.
Thanks ljs for your tips. I have checked the website. Very interesting and powerful generator. However, they only supply random numbers online. There is no program of generating to do it on my laptop.
Thanks cire for your help. It works, and it seems give random numbers. For a scientific (statistical) usage, do you think these numbers are reliable enough? I really don't know about this point and I am interested to know it...
The type of the default generator is implementation defined, so it's hard to say exactly what the quality of the results will be, but you can specify one of the pre-defined generators so that you know what you're getting. As to whether they may be "random" enough for your purposes, that's something you'll have to decide based on the algorithms involved.