[Rd] Bias in R's random integers?
murdoch@dunc@n @ending from gm@il@com
Wed Sep 19 18:15:39 CEST 2018
On 19/09/2018 9:40 AM, David Hugh-Jones wrote:
> On Wed, 19 Sep 2018 at 13:43, Duncan Murdoch <murdoch.duncan using gmail.com
> <mailto:murdoch.duncan using gmail.com>> wrote:
> I think the analyses are correct, but I doubt if a change to the
> is likely to be accepted as it would make it more difficult to
> 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.
More information about the R-devel