[Octave-bug-tracker] [bug #54619] randi() is biased

[anonymous]

URL:
  <http://savannah.gnu.org/bugs/?54619>

                 Summary: randi() is biased
                 Project: GNU Octave
            Submitted by: None
            Submitted on: Tue 04 Sep 2018 04:40:58 PM UTC
                Category: Octave Function
                Severity: 3 - Normal
                Priority: 5 - Normal
              Item Group: Inaccurate Result
                  Status: None
             Assigned to: None
         Originator Name: Cris Luengo
        Originator Email: address@hidden
             Open/Closed: Open
         Discussion Lock: Any
                 Release: 4.0.0
        Operating System: Any

    _______________________________________________________

Details:

The randi function uses an incorrect algorithm that leads to biased results.
It is implemented in terms of `rand`. But `rand` is created by dividing the
output of a 64-bit random number generator by 2^64-1, scaling this value up
and rounding down doesn't lead to a uniform distribution, as the original
integer intervals are most likely not evenly divisible into the output
interval, and thus some output values are slightly more likely than other
output values.

This is maybe only a small bias, but it is there.

See here for a correct algorithm:
https://stackoverflow.com/questions/2509679/how-to-generate-a-random-integer-number-from-within-a-range/6852396#6852396





    _______________________________________________________

Reply to this item at:

  <http://savannah.gnu.org/bugs/?54619>

_______________________________________________
  Message sent via Savannah
  https://savannah.gnu.org/