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Bias in R's random integers?

Carl Boettiger 
Dear list,

It looks to me that R samples random integers using an intuitive but biased
algorithm by going from a random number on [0,1) from the PRNG to a random
integer, e.g.
https://github.com/wch/r-source/blob/tags/R-3-5-1/src/main/RNG.c#L808

Many other languages use various rejection sampling approaches which
provide an unbiased method for sampling, such as in Go, python, and others
described here:  https://arxiv.org/abs/1805.10941 (I believe the biased
algorithm currently used in R is also described there).  I'm not an expert
in this area, but does it make sense for the R to adopt one of the unbiased
random sample algorithms outlined there and used in other languages?  Would
a patch providing such an algorithm be welcome? What concerns would need to
be addressed first?

I believe this issue was also raised by Killie & Philip in
http://r.789695.n4.nabble.com/Bug-in-sample-td4729483.html, and more
recently in
https://www.stat.berkeley.edu/~stark/Preprints/r-random-issues.pdf,
pointing to the python implementation for comparison:
https://github.com/statlab/cryptorandom/blob/master/cryptorandom/cryptorandom.py#L265

Thanks!

Carl

Thread (35 messages)

Carl Boettiger Bias in R's random integers? Sep 18 Duncan Murdoch Bias in R's random integers? Sep 19 Iñaki Ucar Bias in R's random integers? Sep 19 David Hugh-Jones Bias in R's random integers? Sep 19 Ben Bolker Bias in R's random integers? Sep 19 Duncan Murdoch Bias in R's random integers? Sep 19 Philip B. Stark Bias in R's random integers? Sep 19 Duncan Murdoch Bias in R's random integers? Sep 19 Philip B. Stark Bias in R's random integers? Sep 19 Duncan Murdoch Bias in R's random integers? Sep 19 Philip B. Stark Bias in R's random integers? Sep 19 Duncan Murdoch Bias in R's random integers? Sep 19 Philip B. Stark Bias in R's random integers? Sep 19 Philip B. Stark Bias in R's random integers? Sep 19 Duncan Murdoch Bias in R's random integers? Sep 19 David Hugh-Jones Bias in R's random integers? Sep 19 Duncan Murdoch Bias in R's random integers? Sep 19 Ben Bolker Bias in R's random integers? Sep 19 Carl Boettiger Bias in R's random integers? Sep 19 Ralf Stubner Bias in R's random integers? Sep 20 Duncan Murdoch Bias in R's random integers? Sep 20 Paul Gilbert Bias in R's random integers? Sep 20 Gabriel Becker Bias in R's random integers? Sep 20 Hervé Pagès Bias in R's random integers? Sep 20 Steve Grubb Bias in R's random integers? Sep 20 Philip B. Stark Bias in R's random integers? Sep 20 Ralf Stubner Bias in R's random integers? Sep 21 Steve Grubb Bias in R's random integers? Sep 21 Dirk Eddelbuettel Bias in R's random integers? Sep 21 Dirk Eddelbuettel Bias in R's random integers? Sep 21 Luke Tierney Bias in R's random integers? Sep 21 Ralf Stubner Bias in R's random integers? Sep 21 Steve Grubb Bias in R's random integers? Sep 21 Steve Grubb Bias in R's random integers? Sep 21 Ralf Stubner Bias in R's random integers? Sep 27