There are lots of solutions:
b = Arrays.copyOf(a, a.length);
Which allocates a new array, copies over the elements of a, and returns the new array.
Or
b = new int[a.length];
System.arraycopy(a, 0, b, 0, b.length);
Which copies the source array content into a destination array that you allocate yourself.
Or
b = a.clone();
which works very much like Arrays.copyOf(). See this thread.
Or the one you posted, if you reverse the direction of the assignment in the loop:
b[i] = a[i]; // NOT a[i] = b[i];