[altq 1221] Re: Random number generator

[Kenjiro Cho <kjc@csl.sony.co.jp>]

Nguyen-Tuong Long Le wrote:
> > What makes you think random() isn't good enough for this purpose?

> There is a paper entitled "Software for Uniform Random Number
> Generation:  Distinguishing the Good and the Bad" by Pierre L'Ecuyer
> (available from www.iro.umontreal.ca./~lecuyer/myftp/papers/wsc01rng.pdf)
> that claims that the algorithm LCG16807 used by random() is not
> a good one.

Thanks for the pointer.

> I did a quick test that shows that if the drop probability of 0.05 is
> applied to 1000 samples, the real loss rate can be anywhere from 0.037
> to 0.064 and doesn't come close to the nominal value half of the times.
> -- Long

I also did a quick test.  The result is good when I use 1,000,000
samples (since 1,000 is too small to test stochastic properties).

-Kenjiro