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Distribution of numeric values (additive)

December 16th, 2008

Developers and testers rarely put any thought into working out the likely distribution of numeric values (final or intermediate) computed during the execution of the code they write.

The likely value of a variable is useful to know in a number of situations, including optimizing code (should it prove to be necessary) for the common case and testing (what distribution of input values are needed to be confident that all paths through a program are exercised?)

The answer for the ‘simple’ distributions is actually more complicated to work with than the more ‘complicated’ distributions. For instance, the sum of two independent values having a normal distributions is a normal distribution and the sum of two Poisson distributions is also a Poisson distribution.

What if the values are uniformly distributed? If two independent, randomly chosen, uniformly distributed, variables, are added what is the distribution of the result? For instance, if the values of X and Y are independent of each other and take on any value between 0 and 9, with equal likelihood, what is the most (and least) likely value of X+Y?

Warning: Information spoilers follow.

You are probably thinking that the result will also be uniformly distributed and indeed it would be if the range of values taken by X and Y did not overlap. When the possible range of values overlap exactly the answer is the triangular distribution, with the mostly likely result being 9 and the least likely results being 0 and 18.

The variance of the actual result distribution is approximately six times smaller than the original distribution, meaning that the common cases occupy a much narrower value range. This value range ‘narrowing’ goes someway towards helping to explain the surprising discovery that during program execution a small set of (integer and floating) values often occur with such regularity that it might be worth cpu arithmetic units remembering previous operands and their results (i.e., to save time by returning the result rather than recalculating it).

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