RFR: JDK-8273056 java.util.random does not correctly sample exponential or Gaussian distributions [v2]
Jim Laskey
jlaskey at openjdk.java.net
Wed Dec 1 17:38:54 UTC 2021
> The modified ziggurat algorithm is not correctly implemented in `java.base/jdk/internal/util/random/RandomSupport.java`.
>
> Create a histogram of a million samples using 2000 uniform bins with the following range:
> Exponential range from 0 to 12. Gaussian range from -8 to 8.
>
> This does not pass a Chi-square test. If you look at the histogram it is obviously not showing the shape of the PDF for these distributions. Look closely at the range around zero (e.g. +/- 0.5).
Jim Laskey has updated the pull request with a new target base due to a merge or a rebase. The incremental webrev excludes the unrelated changes brought in by the merge/rebase. The pull request contains two additional commits since the last revision:
- Merge branch 'master' into 8273056
- 8273056 - java.util.random does not correctly sample exponential or Gaussian distributions
-------------
Changes:
- all: https://git.openjdk.java.net/jdk/pull/6353/files
- new: https://git.openjdk.java.net/jdk/pull/6353/files/b10c4793..b6679479
Webrevs:
- full: https://webrevs.openjdk.java.net/?repo=jdk&pr=6353&range=01
- incr: https://webrevs.openjdk.java.net/?repo=jdk&pr=6353&range=00-01
Stats: 69228 lines in 1218 files changed: 46725 ins; 12712 del; 9791 mod
Patch: https://git.openjdk.java.net/jdk/pull/6353.diff
Fetch: git fetch https://git.openjdk.java.net/jdk pull/6353/head:pull/6353
PR: https://git.openjdk.java.net/jdk/pull/6353
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