I set the seed, generate evenly distributed random numbers and use the inverse CDF method to get a set of normally distributed random numbers. Then I reset the seed and generates normally distributed random numbers using rnorm(). The results are different. Does the default random number generator in R generate the Mersenne-Twister algorithm for generating integers? Should not all other random numbers in R (normal, uniform, exponential, etc. Distributions) be some deterministic transformation of these pseudorandom integers?
set.seed(1)
u1 <- runif(5)
u1
# [1] 0.2655087 0.3721239 0.5728534 0.9082078 0.2016819
z1 <- qnorm(u1)
z1
# [1] -0.6264538 -0.3262334 0.1836433 1.3297993 -0.8356286
set.seed(1)
z2 <- rnorm(5)
z2
# [1] -0.6264538 0.1836433 -0.8356286 1.5952808 0.3295078
And yes, I see that some elements are consistent, but not necessarily displayed in the same order. Can someone explain?