Note also that there is a vast body of literature on the generation of random numbers. One name in particular is useful: George Marsaglia. Google for his name and you ought to get a fair amount of publications to chew on 
That said, the random number generators in most Fortran compilers are doing a decent enough job, unless you want really large numbers of random numbers or have cryptographic needs.
But in all such matters: there is no best generator, certainly not if you do not specify what your requirements are.
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