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by possiblywrong
410 days ago
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> Second, the least significant bits that come from this generator are biased. I don't think this is true; I'm guessing that the author borrowed this observation from one of the various other articles linked in this thread, that address the situation where we draw a 64-bit random unsigned integer and divide by `1<<64`, instead of drawing 53 bits and dividing by `1<<53`. The former does introduce a bias, but the latter doesn't (but does still limit the fraction of representable values). |
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This is e.g. the case for classical LCGs and the xoroshiro*+ family of PRNGs:
> If, however, one has to generate only 64-bit floating-point numbers (by extracting the upper 53 bits) xoshiro256+ is a slightly (≈15%) faster generator with analogous statistical properties. For general usage, one has to consider that its lowest bits have low linear complexity and will fail linearity tests (https://prng.di.unimi.it/)
> When m = 2k there is a further problem. The period of the bth bit of an LCG (where bits are numbered from the right, starting at one) is 2b , thus although the period is 2k, only the high bits are good and the lower order bits exhibit a clear repeating pattern. (https://www.pcg-random.org/pdf/hmc-cs-2014-0905.pdf)