RFR: JDK-8273056 java.util.random does not correctly sample exponential or Gaussian distributions
Jim Laskey
jlaskey at openjdk.java.net
Tue Nov 30 19:08:07 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).
Still waiting for a review on these changes.
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PR: https://git.openjdk.java.net/jdk/pull/6353
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