From murdoch@dunc@n @ending from gm@il@com  Wed Sep 19 18:15:39 2018
From: murdoch@dunc@n @ending from gm@il@com (Duncan Murdoch)
Date: Wed, 19 Sep 2018 12:15:39 -0400
Subject: [Rd] Bias in R's random integers?
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On 19/09/2018 9:40 AM, David Hugh-Jones wrote:
> 
> 
> On Wed, 19 Sep 2018 at 13:43, Duncan Murdoch <murdoch.duncan at gmail.com 
> <mailto:murdoch.duncan at gmail.com>> wrote:
> 
> 
>     I think the analyses are correct, but I doubt if a change to the
>     default
>     is likely to be accepted as it would make it more difficult to
>     reproduce
>     older results.
> 
> 
> I'm a bit alarmed by the logic here. Unbiased sampling seems basic for a 
> statistical language. As a consumer of R I'd like to think that e.g. my 
> bootstrapped p values are correct.
> Surely if the old results depend on the biased algorithm, then they are 
> false results?

All Monte Carlo results contain Monte Carlo error.  Using the biased 
function will have some additional error, but for almost all 
simulations, it will be negligible compared to the Monte Carlo error.  I 
suspect the only simulations where the bias was anywhere near the same 
order of magnitude as the Monte Carlo error would be ones designed with 
this specific code in mind.

Duncan Murdoch



[Rd] Bias in R's random integers?
Duncan Murdoch