Integrated: JDK-8273056 java.util.random does not correctly sample exponential or Gaussian distributions
Jim Laskey
jlaskey at openjdk.java.net
Thu Dec 2 13:03:30 UTC 2021
On Thu, 11 Nov 2021 13:59:51 GMT, Jim Laskey <jlaskey at openjdk.org> wrote:
> 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).
This pull request has now been integrated.
Changeset: 3d98ec1b
Author: Jim Laskey <jlaskey at openjdk.org>
URL: https://git.openjdk.java.net/jdk/commit/3d98ec1b7bc77237177ecfc069c0e9a7e75829bc
Stats: 15 lines in 1 file changed: 6 ins; 4 del; 5 mod
8273056: java.util.random does not correctly sample exponential or Gaussian distributions
Co-authored-by: Guy Steele <gls at openjdk.org>
Reviewed-by: bpb, darcy
-------------
PR: https://git.openjdk.java.net/jdk/pull/6353
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