Re: random numbers in fortran
- From: helbig@xxxxxxxxxxxxxxxxxxxxxxxx (Phillip Helbig---remove CLOTHES to reply)
- Date: Tue, 28 Nov 2006 22:36:26 +0000 (UTC)
In article <2006112716232416807-gsande@worldnetattnet>, Gordon Sande
<g.sande@xxxxxxxxxxxxxxxx> writes:
The basic statistical property that you should worry about first is the
cycle length. To shuffle cards you want all 52! permutations to have a
chance of happening. With a short cycle length that does not happen.
A rather critical issue if you are going to pretend that the results
have any relevance to real card games.
It turns out that this "trivial example" is in fact quite demanding of
a pseudo random number generator.
Indeed. One must distinguish properties of random numbers taken
collectively from things regarding the correlation between successive
numbers. Some generators are OK collectively, but there is a minimum or
maximum separation between adjacent numbers. Some generate uniform
deviates TOO uniformly. And, as mentioned above, even if everything
else is OK cycle length might be a problem. Many (most?) generators
produce a given set of numbers (perhaps much less than the number
possible) and once a number repeats the cycle begins anew.
Why not use the best?
http://www.astro.multivax.de:8000/phillip/ranlux.for
Cycle length 10**171 or something, mathematically proven to have all 24
bits chaotic.
.
- References:
- random numbers in fortran
- From: lane straatman
- Re: random numbers in fortran
- From: Thomas Koenig
- random numbers in fortran
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