  We have carried out extensive statistical, bit level and visual tests of
several random number generators used in the applications of physics. Two of
the generators tested were recently included in a paper by Ferrenberg {\it et
al.} (Phys. Rev. Lett. {\bf 68}, 3382 (1992)) who reported correlations in
their Monte Carlo simulations. As a possible explanation of this, they suggest
bit level correlations in the random numbers. However, our tests find no
evidence of such correlations, which highlights the importance of more careful
physical tests of random number generators.
