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Re: Normal RNG
From: |
Jason Stover |
Subject: |
Re: Normal RNG |
Date: |
Thu, 11 Nov 2004 14:42:49 +0000 |
User-agent: |
Mutt/1.4.2.1i |
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.
>
>
>
>
>
> --
> PGP Public key ID: 1024D/2DE827B3
> fingerprint = 8797 A26D 0854 2EAB 0285 A290 8A67 719C 2DE8 27B3
> See http://wwwkeys.pgp.net or any PGP keyserver for public key.
>
>
> _______________________________________________
> pspp-dev mailing list
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