Re: random real number between 0 (inclusive) and 1 (inclusive)

From:
Christian <fakemail@xyz.de>
Newsgroups:
comp.lang.java.programmer
Date:
Tue, 06 Nov 2007 02:34:35 +0100
Message-ID:
<472fc4cc$0$6700$9b622d9e@news.freenet.de>
Patricia Shanahan schrieb:

Dr J R Stockton wrote:

In comp.lang.java.programmer message <jnasi31porsaqq0nb4u3r6mkdt3otanu9r
@4ax.com>, Sun, 4 Nov 2007 20:28:11, Roedy Green <see_website@mindprod.c
om.invalid> posted:

On Sun, 04 Nov 2007 19:35:39 -0000, "(-Peter-)"
<garfieldpbj@gmail.com> wrote, quoted or indirectly quoted someone who
said :

What I need is to generate a lot of random real numbers between 0 and
1, both inclusive (normally it's possible to generate the number
between 0(inclusive) and 1 (exclusive!!!) )

Multiply the number by 1+ulp where ulp in the smallest increment in a
double in the vicinity of 1.0


By stretching [0, 1) to cover [0, 1] there is necessarily a hole
created, perhaps at 0.5 .

By creating random R in [0, 1) and doing if (R==0.5) { R = 1 } ;
                        (apologies; I'm slowly learning to read Java;
                         writing it properly may follow)
one also gets a hole.

Now replace 0.5 by a random in [0, 1) independently generated and
renewed each time it is hit (so not correlated with the main Random),
and ISTM that all values in [0, 1] should be obtained with virtually
equal probability.


The Java code would be something like:

double nextInclusiveDouble(){
  double r = nextDouble();
  return r == nextDouble() ? 1 : r;
}

If we were using a true random number generator, this would be close to
perfect. Let N be 2**53, the number of different nextDouble results, and
assume they are uniformly distributed and the results of consecutive
calls are independent.

The two nextDouble calls have N*N possible results. Of those, N give
result 1. N-1 of the pairs result in e.g. 0. N numbers are each chosen
with probability (N-1)/(N*N), and 1.0 is chosen with probability
N/(N*N)=1/N.

This is indeed close enough that I don't think the difference would be
measurable over the probable lifetime of Java.

Does anyone know whether nextDouble produces pairs of consecutive equal
numbers with the correct probability, remembering that it is based on a
pseudo-random number generator?

Patricia


really nice solution I like it
...
though I doubt even just using nextDouble() could be measured over the
usual lifetime
2 ** 53 doubles and you will need at least log n more experiments if I
am not wrong until you can really measure something is wrong (chernov
was it?) .. so its about 2**60 which results if 1 Billion numbers can be
generated per second in 36 years of computing power.

using anything else but simple nextDouble() seems to be overkill.

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