Why Halton draws do not lead to standard normal draws?
2 views (last 30 days)
fun.m is a function generating Halton draws and standard normal draws based on that. Copyright information: the function is a simplified version of the function here https://github.com/ebeusch/Halton. script.m calls the function and produces frequency distributions of the halton and standard normal draws. Consider the frequency distribution of draws when fixing a dimension, fixing a draw per individual, and inspecting draws of all individuals. That is, consider the second panel presenting code to produce distributions. Consider in particular the standard normal distribution. When the prime is 2 or 5, I do not obtain a distribution that looks like standard normal. For all other primes this is the case. What is so special, or wrong, for primes 2 or 5 that they do not lead to standard normal distributions as they should?