Re: [R] Wichmann-Hill Random Number Generator and the Birthday Problem

2008-08-19 Thread Shengqiao Li
Prof Brian Ripley wrote: Your coincidence calculations may be correct for _independent_ draws from a discrete distribution on M values, but independence is not satisfied. Yet again, you are trying to do things that any good text on simulation would warn you against, and which (in a thread on

Re: [R] Wichmann-Hill Random Number Generator and the Birthday Problem

2008-08-19 Thread Shengqiao Li
In fact, that is what I saw in your RNG help in R 2.7.1: '"Wichmann-Hill"' The seed, '.Random.seed[-1] == r[1:3]' is an integer vector of length 3, where each 'r[i]' is in '1:(p[i] - 1)', where 'p' is the length 3 vector of primes, 'p = (30269, 30307, 30323)'. The

Re: [R] Wichmann-Hill Random Number Generator and the Birthday Problem

2008-08-19 Thread Peter Dalgaard
Prof Brian Ripley wrote: Your coincidence calculations may be correct for _independent_ draws from a discrete distribution on M values, but independence is not satisfied. Yet again, you are trying to do things that any good text on simulation would warn you against, and which (in a thread on R-

Re: [R] Wichmann-Hill Random Number Generator and the Birthday Problem

2008-08-18 Thread Prof Brian Ripley
Please don't lie! You falsely claimed: In R version 2.7.1, Brian Ripley adopted Wichmann's 1984 correction in RNG document. The period in the help has been unchanged since at least Jan 2000 (since Random.Rd has not had any changes to those lines since then). Your coincidence calculations m

Re: [R] Wichmann-Hill Random Number Generator and the Birthday Problem

2008-08-17 Thread Shengqiao Li
On Sun, 17 Aug 2008, Duncan Murdoch wrote: Shengqiao Li wrote: Dear all, Recently I am generating large random samples (10M) and any duplicated numbers are not desired. We tried several RNGs in R and found Wichmann-Hill did not produce duplications. The duplication problem is the interest

Re: [R] Wichmann-Hill Random Number Generator and the Birthday Problem

2008-08-17 Thread Duncan Murdoch
Shengqiao Li wrote: Dear all, Recently I am generating large random samples (10M) and any duplicated numbers are not desired. We tried several RNGs in R and found Wichmann-Hill did not produce duplications. The duplication problem is the interesting birthday problem. If there are M possible