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ohliumliu / gsl-playground

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Open ohliumliu opened 8 years ago

ohliumliu commented 8 years ago

ohliumliu commented 8 years ago

Confirmed the bug report
Need to use Johnk's algorithm when a and b are small as noted in the bug report.
Johnk's algorithm. This reference is an accessible survey of available methods, such as envelop rejection method.
NAG library uses a more complex selection of algorithms. NAG

ohliumliu commented 8 years ago

tests: The result should be Bernoulli with p=0.5 when a and b are small.

Generate N numbers and calculate: * mean * Var \ bound of upper band (when number > 0.5) and lower band (when number < 0.5). Should be around 0 and 1.

ohliumliu commented 8 years ago

numpy fixed this problem around March 2015 https://github.com/numpy/numpy/pull/5858 It was related to a Dirichlett distribution bug that is still open. https://github.com/numpy/numpy/issues/5851

The purpose of while loop is not clear to me

In terms of test, numpy code only check if there is nan generated. See numpy #5858 above.