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[Help-gsl] gsl_ran_gaussian giving non-zero mean !


From: Sumesh P.T.
Subject: [Help-gsl] gsl_ran_gaussian giving non-zero mean !
Date: Tue, 13 Oct 2009 18:12:48 +0530

I am using gsl_ran_gaussian to generate a random number distribution
with a specified standard deviation. Surprisingly the mean of the
distribution is not zero !!! Can it be possible? The mean does not
fluctuate around zero, but rather tends to be with a positive
value....Is this expected? or my interpretation is wrong? Has anyone
tried this?
I am giving my program and result here:

###########Program##########################3
#include <stdlib.h>
#include <math.h>
#include "concen.h"
#include <gsl/gsl_errno.h>
#include <gsl/gsl_matrix.h>
#include <gsl/gsl_odeiv.h>
#include <gsl/gsl_rng.h>
#include <gsl/gsl_randist.h>

int main() {
double y,sum=0.;
const gsl_rng_type * R;
   gsl_rng * r;
   gsl_rng_env_setup();
   R = gsl_rng_default;
   r = gsl_rng_alloc (R);
   for(int i=1;i<=10000;i++) {
     y = gsl_ran_gaussian(r,1.);
     sum=sum+y;
     printf("%f, %f, %f ,\n",y,sum,sum/i);
   }
}
##############################################
##############################################
Last 10 values after calling it 10000 times
------------------------------------------------------
random                 sum                    mean
0.806397,       130.966701,          0.013108 ,
-0.096531,      130.870170,         0.013097 ,
-0.440024,     130.430146,         0.013052 ,
0.482622,       130.912768,          0.013099 ,
0.798685,       131.711453,           0.013178 ,
1.904331,        133.615784,         0.013367 ,
0.124113,         133.739897,         0.013378 ,
-0.728447,       133.011450,         0.013304 ,
-1.790865,         131.220585,        0.013123 ,
-2.349805,          128.870779,       0.012887 ,

Both sum and mean are positive values with no fluctuations around
zero! Is not that surprising?

Thanks,
sumesh




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