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Re: Generating "independent" random numbers


From: Zelphir Kaltstahl
Subject: Re: Generating "independent" random numbers
Date: Tue, 3 Oct 2023 22:16:02 +0000


On 10/3/23 18:04, tomas@tuxteam.de wrote:
On Tue, Oct 03, 2023 at 03:08:03PM +0000, Zelphir Kaltstahl wrote:
Hello Guile Users,

today I want to verify some understanding I have about generating random
numbers using Guile.
[...]

Some time ago, I wanted to generate uniformly distributed floats though.
Wait a minute: you want uniformly distributed floats (in an interval,
I assume)?
Ah sorry, I meant to write normal distributed.
Aha! They need to be "independent" too! Not only uniformly distributed!
Might be my code would be working wrong, if I do not pay attention to
statistical traps.
If your random number generator is "good enough", consequent values are
expected (heh) to be (statistically [1]) independent. So I wouldn't bother
too much about it. On the contrary -- perhaps this mode is better tested
than using twelve "parallel" PRNGs as you plan.

Hm. Good point. On the other hand the docs at least say, that when the tuple (i, j) is different, the random numbers should be independent. At least that is how I read it.

Thanks!

Zelphir

--
repositories:https://notabug.org/ZelphirKaltstahl


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