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2007 Mar 26
3
Is the random number generator biased?
Hi all,
in order to verify some results I did the following test in R (2.4.1.,
windows system):
X <- cumsum(rnorm(1000000))
for (i in 1:1000) {
tmp <- seq(1,length(X),by=i)
X.coarse <- X[tmp]
X.return <- diff(X.coarse)
X.scale.mean[i] <- mean(X.return)
}
plot(X.scale.mean,type="l")
As X is a random walk with