为什么人们说使用随机数生成器时存在模偏差? [英] Why do people say there is modulo bias when using a random number generator?

问题描述

I have seen this question asked a lot but never seen a true concrete answer to it. So I am going to post one here which will hopefully help people understand why exactly there is "modulo bias" when using a random number generator, like rand() in C++.

解决方案

So rand() is a pseudo-random number generator which chooses a natural number between 0 and RAND_MAX, which is a constant defined in cstdlib (see this article for a general overview on rand()).

Now what happens if you want to generate a random number between say 0 and 2? For the sake of explanation, let's say RAND_MAX is 10 and I decide to generate a random number between 0 and 2 by calling rand()%3. However, rand()%3 does not produce the numbers between 0 and 2 with equal probability!

When rand() returns 0, 3, 6, or 9, rand()%3 == 0. Therefore, P(0) = 4/11

When rand() returns 1, 4, 7, or 10, rand()%3 == 1. Therefore, P(1) = 4/11

When rand() returns 2, 5, or 8, rand()%3 == 2. Therefore, P(2) = 3/11

This does not generate the numbers between 0 and 2 with equal probability. Of course for small ranges this might not be the biggest issue but for a larger range this could skew the distribution, biasing the smaller numbers.

So when does rand()%n return a range of numbers from 0 to n-1 with equal probability? When RAND_MAX%n == n - 1. In this case, along with our earlier assumption rand() does return a number between 0 and RAND_MAX with equal probability, the modulo classes of n would also be equally distributed.

So how do we solve this problem? A crude way is to keep generating random numbers until you get a number in your desired range:

int x; 
do {
    x = rand();
} while (x >= n);

but that's inefficient for low values of n, since you only have a n/RAND_MAX chance of getting a value in your range, and so you'll need to perform RAND_MAX/n calls to rand() on average.

A more efficient formula approach would be to take some large range with a length divisible by n, like RAND_MAX - RAND_MAX % n, keep generating random numbers until you get one that lies in the range, and then take the modulus:

int x;

do {
    x = rand();
} while (x >= (RAND_MAX - RAND_MAX % n));

x %= n;

For small values of n, this will rarely require more than one call to rand().

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Works cited and further reading:

• CPlusPlus Reference

• Eternally Confuzzled

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