bad random numbers

[Mike Miller]

Maybe I have misunderstood octave's random number generator, but I thought
it produced numbers distributed uniformly on the interval from zero to
one.  As an exercise, I wrote a little octave script (shown below) and
executed it a few times.  This script should produce a matrix of
independent and identically distributed random numbers between zero and
one.  Note that the resulting matrix always had a very small number in the
1,1 cell.  The value in that cell ranged from .003 to .017 and the value
increased over the eight trial runs.  Yikes!

Unless I'm missing something obvious here, this is a very serious problem.
I ran the script many more times with similarly disturbing results -- the
sequence continued until the 1,1 cell exceeded .25, then it dropped to a
small value again and began to increase from there.  I'm running Octave
2.0.13 on Solaris 2.6.

By the way, I don't see this behavior when I run rand(3) repeatedly from
the octave prompt.  There it looks OK, but it still gives either 5 or 6 or
7 digits behind the decimal for each number in a haphazard way (like
below).

Mike

-- 
Michael B. Miller
University of Missouri--Columbia
http://taxa.psyc.missouri.edu/~mbmiller/



address@hidden> cat makerand 
#!/usr/local/bin/octave -q
rand(3)
address@hidden> makerand
ans =

  0.0031259  0.0757851  0.8466739
  0.9006672  0.8019347  0.5172935
  0.3941688  0.7059492  0.4452699

address@hidden> makerand
ans =

  0.0049122  0.4048052  0.9019161
  0.2724771  0.8316117  0.8128898
  0.7622653  0.1093487  0.2711385

address@hidden> makerand
ans =

  0.0080381  0.4805903  0.7485901
  0.1731443  0.6335464  0.3301833
  0.1564340  0.8152979  0.7164084

address@hidden> makerand
ans =

  0.0089312  0.6451004  0.2762112
  0.8590491  0.1483848  0.4779814
  0.8404822  0.0169977  0.1293427

address@hidden> makerand
ans =

  0.010271  0.391865  0.067643
  0.387907  0.920643  0.699679
  0.866555  0.319547  0.748744

address@hidden> makerand
ans =

  0.014736  0.214416  0.705748
  0.817431  0.494835  0.438669
  0.286796  0.328046  0.813415

address@hidden> makerand
ans =

  0.0156296  0.3789255  0.2333696
  0.5033360  0.0096735  0.5864674
  0.9708440  0.5297459  0.2263496

address@hidden> makerand
ans =

  0.016969  0.125691  0.024801
  0.032193  0.781931  0.808165
  0.996916  0.832295  0.845751



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