Horton

Re: [PATCH] random_normal function

Dean Rasheed <dean.a.rasheed@gmail.com>

View thread
From: Dean Rasheed <dean.a.rasheed@gmail.com>
To: Tom Lane <tgl@sss.pgh.pa.us>
Cc: Paul Ramsey <pramsey@cleverelephant.ca>, Fabien COELHO <coelho@cri.ensmp.fr>, Michael Paquier <michael@paquier.xyz>, Justin Pryzby <pryzby@telsasoft.com>, pgsql-hackers@postgresql.org
Date: 2023-01-10T08:33:53Z
Lists: pgsql-hackers

Commits

Same data as JSON: GET /api/v1/messages/:b64id/commits the thread's linked commits as JSON, with link sources. API reference →

  1. Round off random_normal() test results one more decimal place.

  2. Remove pg_regress' never-documented "ignore" feature.

  3. Upgrade the random.sql regression test.

  4. Invent random_normal() to provide normally-distributed random numbers.

On Mon, 9 Jan 2023 at 23:38, Tom Lane <tgl@sss.pgh.pa.us> wrote:
>
> I tried this on some 32-bit big-endian hardware (NetBSD on macppc)
> to verify my thesis that the results of random() are now machine
> independent.  That part works, but the random_normal() tests didn't;

Ah yes, I wondered about that.

> I saw low-order-bit differences from the results on x86_64 Linux.
> Presumably, that's because one or more of sqrt()/log()/sin() are
> rounding off a bit differently there.  v2 attached deals with this by
> backing off to "extra_float_digits = 0" for that test.

Makes sense.

I double-checked the one-in-a-billion claim, and it looks about right
for each test.

The one I wasn't sure about was the chance of duplicates for
random_normal(). Analysing it more closely, it actually has a smaller
chance of duplicates, since the difference between 2 standard normal
distributions is another normal distribution with a standard deviation
of sqrt(2), and so the probability of a pair of random_normal()'s
being the same is about 2*sqrt(pi) ~ 3.5449 times lower than for
random(). So you can call random_normal() around 5600 times (rather
than 3000 times) before having a 1e-9 chance of duplicates. So, as
with the random() duplicates test, the probability of failure with
just 1000 values should be well below 1e-9. Intuitively, that was
always going to be true, but I wanted to know the details.

The rest looks good to me, except there's a random non-ASCII character
instead of a hyphen in "Kolmogorov-Smirnov" (because I copy-pasted the
name from some random website).

Regards,
Dean