Re: Normal RNG

[Jason Stover]

The rng inside random.c uses a byte-swapping
algorithm to get uniform random numbers. GSL's
default random number generator is the Mersenne
Twister, which looks more 'random'.

-Jason

On Thu, Nov 11, 2004 at 09:40:58PM +0800, John Darrington wrote:
> It's getting late here so perhaps I'm not making sense...
> 
> Now that the EXAMINE command is semi-complete, I thought I would use
> it to check out PSPP's random number generator.
> 
> I tried the following :
> 
> INPUT PROGRAM.
> LOOP #I=1 TO 100.
>     COMPUTE X=NORMAL(10).
>     END CASE.
> END LOOP.
> END FILE.
> END INPUT PROGRAM.
> 
> LIST /FORMAT=NUMBERED.
> 
> DESCRIPTIVES
>         /var = x
>         /STATISTICS = ALL
>         .
> 
> EXAMINE 
>         /var = x
>         /STATISTICS = DESCRIPTIVES
>         /PLOT = NPPLOT
>         .
> 
> I'm not an expert, but I notice that the extreme values always fall
> somewhat off the normal.  Does this indicate a problem with the rng?  Now
> that we're using libgsl perhaps we ought to be using its functions anyway.
> 
> 
> 
> 
> 
> -- 
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> See http://wwwkeys.pgp.net or any PGP keyserver for public key.
> 
> 



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