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

[anonymous]

Follow-up Comment #2, bug #54619 (project octave):

This has nothing to do with the C `rand`. Octave's `randi` is an M-file, you
can type `edit randi` to see it. It uses Octave's `rand`. Line 106:


ri = imin + floor ( (imax-imin+1)*rand (varargin{:}) );


`rand` uses the Mersenne Twister algorithm, which outputs a 64-bit   integer,
cast to a double. Even if this cast is done correctly, leading to a perfectly
uniform distribution of values, this double float value doesn't sample integer
values equidistantly, and the output range likely doesn't divide the input
range evenly either. Thus, the division + floor in `randi` will lead to a bias
in the output distribution.

In short, a correct `randi` is implemented using the integer output of the
Mersenne Twister, and using the rejection scheme as shown in the linked Stack
Overflow answer.


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