Pseudo-random number generators are the essential part of many security protocols such as signature schemes, key-exchange protocols and encryption algorithms. The security of these protocols is usually dependent on the quality of the generators they use. The generation of unpredictable random numbers supplies refreshment to the protocols, which makes them harder to break. In this paper, an extensive comparative study made on some of the well known and some interesting pseudo-random generators. These generators consist of xorshift, xorshiftStar, PCG, CMWC and Fortuna. They are tested according to some criteria, which consists of efficiency, security and statistical randomness quality. Possible IoT usages are suggested for each generator according to their results. In the end, for the xorshift and xorshiftStar generators, improvements are suggested to increase their statistical quality and security.