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

From: Frank Reininghaus
Subject: Re: [Help-gsl] gsl_ran_gaussian giving non-zero mean !
Date: Tue, 13 Oct 2009 15:56:31 +0200


2009/10/13 Sumesh P.T. <address@hidden>:
> Both sum and mean are positive values with no fluctuations around
> zero! Is not that surprising?

No, it's not. These 10 last sums and mean values you've shown are
correlated to each other: If you've accumulated a mean of 130 at some
point and add a few small random numbers to it, it will of course
remain somewhere near 130. It would only be surprising if you always
got a positive mean even if you use different initial values for the
RNG, but that's not the case (see example code below).


#include <time.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;
  R = gsl_rng_default;
  r = gsl_rng_alloc (R);
  gsl_rng_set (r, time (0));
  int i;
  for(i=1;i<=10000;i++) {
    y = gsl_ran_gaussian(r,1.);
    printf("%f, %f, %f ,\n",y,sum,sum/i);

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