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- Publisher Website: 10.1080/00031305.2020.1782261
- Scopus: eid_2-s2.0-85088833858
- WOS: WOS:000553407300001
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Article: Random number generators produce collisions: Why, how many and more
Title | Random number generators produce collisions: Why, how many and more |
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Authors | |
Keywords | collisions expected number of collisions floating point numbers probability of collision Random numbers ties |
Issue Date | 2021 |
Citation | American Statistician, 2021, v. 75, n. 4, p. 394-402 How to Cite? |
Abstract | It seems surprising that when applying widely used random number generators to generate one million random numbers on modern architectures, one obtains, on average, about 116 collisions. This article explains why, how to mathematically compute such a number, why they often cannot be obtained in a straightforward way, how to numerically compute them in a robust way and, among other things, what would need to be changed to bring this number below 1. The probability of at least one collision is also briefly addressed, which, as it turns out, again needs a careful numerical treatment. Overall, the article provides an introduction to the representation of floating-point numbers on a computer and corresponding implications in statistics and simulation. All computations are carried out in R and are reproducible with the texttt included in this article. |
Persistent Identifier | http://hdl.handle.net/10722/325485 |
ISSN | 2023 Impact Factor: 1.8 2023 SCImago Journal Rankings: 0.675 |
ISI Accession Number ID |
DC Field | Value | Language |
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dc.contributor.author | Hofert, Marius | - |
dc.date.accessioned | 2023-02-27T07:33:41Z | - |
dc.date.available | 2023-02-27T07:33:41Z | - |
dc.date.issued | 2021 | - |
dc.identifier.citation | American Statistician, 2021, v. 75, n. 4, p. 394-402 | - |
dc.identifier.issn | 0003-1305 | - |
dc.identifier.uri | http://hdl.handle.net/10722/325485 | - |
dc.description.abstract | It seems surprising that when applying widely used random number generators to generate one million random numbers on modern architectures, one obtains, on average, about 116 collisions. This article explains why, how to mathematically compute such a number, why they often cannot be obtained in a straightforward way, how to numerically compute them in a robust way and, among other things, what would need to be changed to bring this number below 1. The probability of at least one collision is also briefly addressed, which, as it turns out, again needs a careful numerical treatment. Overall, the article provides an introduction to the representation of floating-point numbers on a computer and corresponding implications in statistics and simulation. All computations are carried out in R and are reproducible with the texttt included in this article. | - |
dc.language | eng | - |
dc.relation.ispartof | American Statistician | - |
dc.subject | collisions | - |
dc.subject | expected number of collisions | - |
dc.subject | floating point numbers | - |
dc.subject | probability of collision | - |
dc.subject | Random numbers | - |
dc.subject | ties | - |
dc.title | Random number generators produce collisions: Why, how many and more | - |
dc.type | Article | - |
dc.description.nature | link_to_subscribed_fulltext | - |
dc.identifier.doi | 10.1080/00031305.2020.1782261 | - |
dc.identifier.scopus | eid_2-s2.0-85088833858 | - |
dc.identifier.volume | 75 | - |
dc.identifier.issue | 4 | - |
dc.identifier.spage | 394 | - |
dc.identifier.epage | 402 | - |
dc.identifier.eissn | 1537-2731 | - |
dc.identifier.isi | WOS:000553407300001 | - |