Consider an algorithm to test the probability that a certain number is picked from a set of N unique numbers after a specific number of tries (for example, with N=2, what's the probability in Roulette (without 0) that it takes X tries for Black to win?).
The correct distribution for this is pow(1-1/N,X-1)*(1/N).
However, when I test this using the following code, there is always a deep ditch at X=31, independently from N, and independently from the seed.
Is this an intrinsic flaw that cannot be prevented due to the implementation specifics of the PRNG in use, is this a real bug, or am I overlooking something obvious?
// C
#include <sys/times.h>
#include <math.h>
#include <stdio.h>
int array[101];
void main(){
int nsamples=10000000;
double breakVal,diffVal;
int i,cnt;
// seed, but doesn't change anything
struct tms time;
srandom(times(&time));
// sample
for(i=0;i<nsamples;i++){
cnt=1;
do{
if((random()%36)==0) // break if 0 is chosen
break;
cnt++;
}while(cnt<100);
array[cnt]++;
}
// show distribution
for(i=1;i<100;i++){
breakVal=array[i]/(double)nsamples; // normalize
diffVal=breakVal-pow(1-1/36.,i-1)*1/36.; // difference to expected value
printf("%d %.12g %.12g
",i,breakVal,diffVal);
}
}
Tested on an up-to-date Xubuntu 12.10 with libc6 package 2.15-0ubuntu20 and Intel Core i5-2500 SandyBridge, but I discovered this already a few years ago on an older Ubuntu machine.
I also tested this on Windows 7 using Unity3D/Mono (not sure which Mono version, though), and here the ditch happens at X=55 when using System.Random, while Unity's builtin Unity.Random has no visible ditch (at least not for X<100).
The distribution:
The differences:
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