Ok, so you did not get the large bias for i=3. Strange.


I got large bias for i=3 and theta > 1 even with a million outcomes,

Ok. So this is similar to what I got.

Is this bias expected from the drawing method, say because it is approximated and the approximation is weak at some points, or is there an issue with its implementation, says some shift which gets smoothed down for higher indexes?

I am attaching patch v3. Among other things I fixed small typo in description of random_exponential function in pgbench.sgml file.

I'll look into that.

--
Fabien.


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