[Bug-gsl] Mean of values returned by gsl_ran_exponential is much greater than expected mean

[Abhishek Jain]

The version number of GSL: 

2.1+dfsg-2

The hardware and operating system: 

Ubuntu 16.04.4 LTS

The compiler used, including version number and compilation options: 

gcc 5.4.0

A description of the bug behavior: 

For a given mu, the average of the values returned by gsl_ran_exponential
does not match the given mu. 

 

A short program which exercises the bug:

Attached is a sample program which takes as input the number of iterations
and the average to achieve. The program compares the average sleep time
returned by the Exponential distribution (gsl_ran_exponential) and the
Poisson distribution (gsl_ran_poisson). Some conversion has been applied in
the code to keep the values as multiples of 10

 

Sample output with randomly chosen mean = 117 and different number of
iterations is below:

address@hidden:~$ ./rand 10 117 (./rand <number of iterations> <mean to
achieve>)

max_poi = [130], min_poi = [90] avg_poi = [112.000]

max_exp = [970], min_exp = [20] avg_exp = [226.000]

 

address@hidden:~$ ./rand 20 117

max_poi = [130], min_poi = [90] avg_poi = [112.000]

max_exp = [970], min_exp = [20] avg_exp = [153.000]

 

address@hidden:~$ ./rand 50 117

max_poi = [140], min_poi = [90] avg_poi = [115.000]

max_exp = [970], min_exp = [0] avg_exp = [110.000]

 

address@hidden:~$ ./rand 500 117

max_poi = [150], min_poi = [80] avg_poi = [117.000]

max_exp = [1230], min_exp = [0] avg_exp = [118.000]

 

As seen in the above results, the mean of all the values returned by
gsl_ran_exponential (226, 153) is higher than the desired mean of 110 for
num iterations les than 50

rand.c
Description: Binary data