Random number generators produce ties: Why and how many

03/18/2020

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by   Marius Hofert, et al.

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It seems surprising that when generating one million random numbers on modern architectures, one obtains, on average, 116 ties. This article explains why, how to mathematically compute this number, why it cannot be evaluated in a straightforward way, how to numerically compute it in a robust way and, among other things, what would need to be changed to bring this number below 1. All computations are carried out in R and are reproducible with the code included in the article.