(12C) Two Random Generator Comparison

07272018, 11:42 AM
(This post was last modified: 07272018 12:15 PM by Dieter.)
Post: #7




RE: (12C) Two Random Generator Comparison
(07272018 07:27 AM)Thomas Klemm Wrote:(07262018 06:03 PM)Dieter Wrote: * Yes, the calculated (sample) standard deviation actually is slightly less by a factor of sqrt((n–1)/n) but for large sample sizes this does not make much of a difference. That's a good idea. This also leaves the mean unaffected so that both [\(\bar{x}\)] and [\(s\)] return the desired results, i.e. mean and population standard deviation. To implement this idea simply replace line 21 (GTO 00) with GTO 37 and add this: Code: 37 xbar This way the example with seed = 0,1234567 returns g [\(\bar{x}\)] => 0,4855 [X<>Y] 0,5002 g [\(s\)] => 0,2897 [X<>Y] 0,2886 So for this seed (!) the second RNG almost perfectly matches the theoretical values. Also these results are not very different from the original ones with the sample standard deviation. Rule of thumb: For 10^{n} random numbers the results agree in n decimals. In this case, with 10³ numbers, in the first three (0,290 and 0,289). Dieter 

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Messages In This Thread 
(12C) Two Random Generator Comparison  Gamo  07252018, 10:47 AM
RE: (12C) Two Random Generator Comparison  Joe Horn  07252018, 12:15 PM
RE: (12C) Two Random Generator Comparison  Gamo  07262018, 12:07 AM
RE: (12C) Two Random Generator Comparison  Gamo  07262018, 10:48 AM
RE: (12C) Two Random Generator Comparison  Dieter  07262018, 06:03 PM
RE: (12C) Two Random Generator Comparison  Thomas Klemm  07272018, 07:27 AM
RE: (12C) Two Random Generator Comparison  Dieter  07272018 11:42 AM

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