R help - Jun 2004 - ties in runif() output

I get ties in output from runif() when I generate as few as 10^5
variates and get quite a lot when I generate 10^6.  Is this 
expected??  I haven't seen any duplication with rnorm(10^6), but
see varying amounts of duplication using rexp(), rbeta() and
rgamma().  I would have thought that there'd be enough precision
that one wouldn't get ties until generating samples larger than this..

> set.seed(222)
> sum(duplicated(runif(10^5)))
[1] 4
> sum(duplicated(runif(10^6)))
[1] 140


platform i686-pc-linux-gnu
arch     i686
os       linux-gnu
system   i686, linux-gnu
status   Patched
major    1
minor    9.0
year     2004
month    04
day      13
language R


Thanks,
Doug Grove

On Fri, 25 Jun 2004, Douglas Grove wrote:
> I get ties in output from runif() when I generate as few as 10^5
> variates and get quite a lot when I generate 10^6.  Is this 
> expected??  
It should have been.
> I haven't seen any duplication with rnorm(10^6), but
> see varying amounts of duplication using rexp(), rbeta() and
> rgamma().  I would have thought that there'd be enough precision
> that one wouldn't get ties until generating samples larger than this..
Did you do the calculations?  Please do so. There are about 2e9 possible
values of the standard generators.
> qbirthday(classes=2e9)
[1] 52655

Statisticians ought to know about the birthday problem!

(rnorm is different because the default generator uses two uniforms, 
deliberately to increase the precision.)
> > set.seed(222)
> > sum(duplicated(runif(10^5)))
> [1] 4
That's unusually high, BTW.
> > sum(duplicated(runif(10^6)))
> [1] 140
-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595