Random number generation open/closed interval

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Sakshi
Sakshi on 6 Aug 2011
Commented: Jan on 21 Mar 2018
The function rand generates random numbers using open interval (0,1). How can I generate random values for partly closed or fully closed interval like (0,1] or [0,1] or [0,1).

Answers (3)

Jan
Jan on 7 Aug 2011
Edited: Jan on 21 Mar 2018
Most RNG create chunks of 32 random bits. They are converted to 0 <= x < 1 DOUBLEs by e.g.:
a = bitshift(randi([0, 2^32-1]), -5);
b = bitshift(randi([0, 2^32-1]), -6);
d = (a * 67108864.0 + b) / 9007199254740992.0
For 0 <= x <= 1:
d = (a * 67108864.0 + b) / 9007199254740991.0
For 0 < x <= 1:
d = (1 + a * 67108864.0 + b) / 9007199254740992.0
A simple rejection mechanism is correct: Creating 0 <= x <= 1 and rejecting 0 and/or 1 conserves the normal distribution.
Another frequently used method:
a = randi([0, 2^32-1]);
b = bitshift(randi([0, 2^32-1]), -11);
d = (2097152.0 * a + b) / 9007199254740992.0;
This is slower if implemented in C with unsigned integers, because UINT32->DOUBLE is implemented in software, while INT32->DOUBLE is a processor command.
  5 Comments
Jan
Jan on 21 Mar 2018
I've fixed the wrong input for randi now.

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Oleg Komarov
Oleg Komarov on 6 Aug 2011
rand generates on the closed interval [...]
What comes to my mind:
  • to generate on (...)
rand(...)*(1-2*eps) + eps
  • to generate on (...]
rand(...)*(1-eps) + eps
  • to generate on [...)
rand(...)*(1-eps)
EDIT
It seems the example is wronlgy indicating the closed interval and some tests confirm the that is actually (0,1):
nnz(rand(1e8,1) == 0)
nnz(rand(1e8,1) == 1)
No matches.
  6 Comments
Walter Roberson
Walter Roberson on 8 Aug 2011
In some previous releases it was documented that the range for some generators was [2^(-53), 1-2^(-53)] rather than documenting it as (0,1) . This was in the 2008a documentation for example.
Peter, you yourself indicated earlier that the default twister algorithm is NOT (0,1) .
http://www.mathworks.com/matlabcentral/answers/879-does-matlab-have-a-birthday-problem#answer_1262
in which you wrote,
Walter, the User Guide includes this: "mt19937ar: The Mersenne Twister, as described in [9], with Mersenne prime 2^19937-1. This is the generator documented at http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/emt.html. It has a period of 2^19937-1. Each U(0,1) value is created using two 32-bit integers from the generator; the possible values are all multiples of 2^-53 strictly within the interval (0,1)."
Notice in particular that this cannot generate anything on the interval [0, 2^(-53))
When I looked through the documentation of the specific ranges for each generator (this from before Mathworks removed the information from the reference pages where it belongs IMHO), I was unable to find any uniform distribution generator that was in fact dense over (0,1) .

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Charles
Charles on 7 Aug 2011
I think that the easy solution would be to generate the regular random numbers, then set all values <= 0.5 to 0 and values > 0.5 to 1. That should be pretty random.
  2 Comments
Charles
Charles on 7 Aug 2011
Oops, didn't really notice the restriction initially.

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