The act of generating a sequence of numbers or symbols randomly, or (more often) pseudo-randomly; i.e., with lack of any predictability or pattern.

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5
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1answer
27 views

Generating samples from singular Gaussian distribution

Let random vector $x = (x_1,...,x_n)$ follow multivariate normal distribution with mean $m$ and covariance matrix $S$. If $S$ is symmetric and positive definite (which is the usual case) then one can ...
0
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0answers
16 views

dependent random number generation (if Condition1 is true, increase probability of Condition2 by X%)

In real life, a failure of an item increases the probability of failure of the next functional item in some cases. What I want to learn is how to reflect this situation in a MC simulation ...
4
votes
2answers
71 views

How to simulate censored data

I'm wondering how can I simulate a sample of n Weibull distribution lifetimes that include Type I right-censored observations. For instance lets have the n = 3, shape = 3, scale = 1 and the censoring ...
0
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0answers
5 views

Comparing Variance Ratio tests to Hurst exponents

I have used the Chow Denning test and the Hurst exponent (Peng, Whittle and R/S methods) to examine if a particular time series follows a random walk. My results are conflicting between the 2 tests. ...
0
votes
0answers
20 views

Given a set of random numbers, generate a second set that is correlated with the first (Python?) [on hold]

In simulating a system, I generate a set of random numbers: set1 = [.6, .32, .1, .59 .9, .21, ...] I want to create a second set (of the same size) based upon the ...
9
votes
4answers
168 views

Is this correct ? (generating a Truncated-norm-multivariate-Gaussian)

If $X\in\mathbb{R}^n,~X\sim \mathcal{N}(\underline{0},\sigma^2\mathbf{I})$ i.e., $$ f_X(x) = \frac{1}{{(2\pi\sigma^2)}^{n/2}} \exp\left(-\frac{||x||^2}{2\sigma^2}\right) $$ I want an analogous ...
1
vote
2answers
41 views

averaging after n trials of monte carlo simulation or not? which is better statistically?

related to my job I want to code a realistic monte carlo simulation for availability, reliability and related sensitivity analysis. Scenario will be complex and there will be many parameters. What I ...
1
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0answers
46 views

Generation of data from a bivariate distribution

Let $X$ and $Y$ be non negative random variables with joint distribution \begin{equation} F(x,y)=1-e^{-x}-e^{-y}+e^{-x-y-\delta xy}; ~~~x\geq 0,~~y\geq 0. \end{equation} How to generate a bivariate ...
5
votes
1answer
53 views
2
votes
0answers
29 views

sample from a distribution raised to a power [closed]

If I know how to simulate the distribution $\pi(\mathbf{x})$, then is there a way to directly generate samples of $(\pi(\mathbf{x}))^\beta$ for some $\beta > 0$ ?(assume that it can be normalised ...
1
vote
1answer
49 views

Can I make a linear congruential generator with a lognormal distribution?

One of my class tasks is to make a simulation. I've gathered the data and done distribution fitting to it and the result of the distribution is log-normal. I have the code to generate random numbers ...
1
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0answers
19 views

How to aproach a presentation of information theory without solid background

I study first year of an applied statistics bachelor, in one of my courses i have to do a presentation of information theory and i would like to share with you my ideas about it in order that you ...
5
votes
3answers
247 views

Using Uniform Distribution to Generate Correlated Random Samples in R

[On recent questions I was looking into generating random vectors in R, and I wanted to share that "research" as an independent Q&A on a specific point.] Generating random data with correlation ...
-1
votes
1answer
55 views

rbinom() produces NA values. What's wrong?

I have to generate RV from a binomial distribution with R . I have a vector for $n$ and a vector for $p$ and for each component I have to generate a random variable. My idea was the following for ...
3
votes
3answers
77 views

Generating and Working with Random Vectors in R

I've been trying to understand random vectors and generate them in R to reproduce properties. Recently, I asked a similar question, and it was rightfully placed on-hold for being too general. Thanks ...
0
votes
1answer
46 views

How to randomize order by sets in r? [closed]

I need to randomize a list of words by sets. I have a list of 5 pairs of words and in each pair there are two words: one word in position 1 (1w1) and another word in position 2 (1w2). These pairs are ...
1
vote
1answer
49 views

beta-binomial distribution with R

I am studying an experiment of the kind: Let $n_{ij}$ be the number of fetuses, $X_{ij}$ the number of responses i.e. the number of fetuses with a malformation in the jth litter of the ith dose level ...
2
votes
1answer
49 views

Generate a random variable with a defined correlation to multiple existing variables

this question is strongly related to: Generate a random variable with a defined correlation to an existing variable. However I'm struggling to implement it in a more complex matter: Given X, a ...
2
votes
0answers
31 views

Generating random number based on random samples [duplicate]

I have a bunch of samples ~500 from a continuous distribution. The objective is to generate new random samples from this distribution. How to approach this problem? Can someone give me a pointer. I am ...
3
votes
0answers
78 views

simulating birth death process with random numbers from negative binomial

I am trying to generate random deviates for the population size at time $t$ for a birth-death process with constant birth and death rates per individual and initial size $N_0 \gt 0$. For the simple ...
1
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0answers
22 views

Pseudo-random numbers generators references

What can I read about pseudorandom numbers generators? In fact, I do not know even the difference between random and pseudorandom numbers. Could you please offer some introductory level notes, ...
4
votes
1answer
97 views

How to generate uniformly random orthogonal matrices of positive determinant?

I've got probably a silly question about which, I must confess, I'm confused. Imagine repeated generating of uniformly distributed random orthogonal (orthonormal) matrix of some size $p$. Sometimes ...
6
votes
1answer
88 views

Simulate from a truncated mixture normal distribution

I want to simulate a sample from a mixture normal distribution such that $$p\times\mathcal{N}(\mu_1,\sigma_1^2) + (1-p)\times\mathcal{N}(\mu_2,\sigma_2^2) $$ is restricted to the interval $[0,1]$ ...
0
votes
0answers
20 views

Generating a random field from given power spectrum

How can I generate a random field in configuration space from a given power spectrum P(k)? I guess the variance of the distribution from which I extract the values of the field should be related in ...
1
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0answers
64 views

rnorm vs numpy.random.randn

For a regression example, I constructed some artificial data and ran ols, ...
2
votes
0answers
34 views

Generating Random Sample to Fit LM Output

I am trying to reverse generate a dataset that led to a certain R lm() output, l I tried to generate random sample like this, and ran lm() ...
2
votes
0answers
43 views

Uniformly distributed numbers (between boundaries) that sum to unity

Suppose I want to sample N values (uniformly) between 0 and 1, subject a sum-to-one constraint. One possibility would be to use a reject-step: ...
0
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0answers
135 views

Generate complex random vectors distributed as $\textit{proper}$ Complex Gaussian

This is different from this and this question. How can we generate (in Matlab) complex random vectors which are distributed according to the proper complex distribution $\mathcal{CN}(\vec\mu, ...
2
votes
1answer
81 views

How to draw a random sample from a Generalized Beta distribution of the second kind

For microsimulations, I (i) want to estimate parameters of an empirical distribution and (ii) draw a random sample based on the estimations. My random variable $Y$ seems to follow a Generalized Beta ...
3
votes
2answers
194 views

Given a series of numbers, generate new numbers that are “similar” to the original numbers

I'm a programmer but I don't know much about stats, so please excuse me if this question sounds naive. I have two computers that are in different locations. I have made N measurements for the ...
3
votes
0answers
38 views

Generating column stochastic random matrix with target row sums

I want to populate a 0-1 matrix, which is an adjacency matrix, corresponding to a directed graph, with weights on the elements that are 1. In other words, I want to generate an $N\times N$ matrix $A$ ...
-1
votes
1answer
92 views

generate random exponentially distributed X data between zero and a max value [closed]

For my work issues, I need to generate random exponential distributed X data between zero and a max value. In my specific case range is (0,750) I know about inverse distribution function (IDF) for ...
-1
votes
3answers
87 views

random whole number generation for a vector size 1 to 10

I am using the sample function in R -- x <- sample(1:10, 3, replace=F) -- to generate random numbers. I want to generate ...
2
votes
1answer
78 views

How do I generate two correlated Poisson random variables?

How would I simulate observations from a bivariate Poisson distribution such that they have a nonzero covariance? The hint I was given is that I need to use the fact that the sum of two Poisson random ...
0
votes
0answers
18 views

Method or Algorithm to produce near-accurate probability selection

Are there any known algorithms or methods to accurately identify, using random occurrences, the most probable next occurrence(s) as a pre-determined length of number set, by providing an already ...
8
votes
1answer
503 views

Does Monte Carlo == apply a random process?

I never had a formal statistics course but due to my line of research I'm constantly coming across articles which apply several statistical concepts. Often I'll see a description of a Monte Carlo ...
11
votes
3answers
527 views

How to generate sorted uniformly distributed values in an interval efficiently?

Let's say I want to generate a set of random numbers from the interval (a, b). The generated sequence should also have the property that it is sorted. I can think ...
3
votes
1answer
103 views

How can I generate random numbers from any given copula?

Suppose that I have a 2-dim copula function C(x_1,x_2). How can I generate bivariate numbers from this copula? For specific types of copulas, I can use 'rCopula' function of 'copula' package in R. ...
1
vote
2answers
188 views

Generating random samples with bivariate t-copula

I'm trying to generate a bivariate random sample of the t-copula (using rho = 0.8), without using the "copula" package and its function "rCopula" with method "tCopula". I'm using the following R-code: ...
1
vote
1answer
32 views

Simulating r.v.'s $X, Y, X \in [0,1]: X+Y+Z = 1\;a.s.$ given we know $E[X],E[Y],E[Z]$ and $E[X]+E[Y]+E[Z]=1$ with marginal variances $\sigma^2$

I think my title says most of my question, but let me re-state: I am trying to simulate variable percentages (i.e., X,Y,Z) on the above simplex without using the Dirichlet distribution. The reason ...
0
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0answers
39 views

Statistical method to prove the influence of Random Number Generators in Evolutionary Algorithms

Evolutionary algorithms (EAs) that simulate the effects of "mutation, reproduction, selection, replacement, etc." often incorporate the use of Random Number Generators (RNGs). Different EAs were ...
4
votes
1answer
87 views

Generate random variables with predefined correlation structure AND fixing some values

I need to generate 4 random variables that show a predefined correlation structure Sigma AND where certain values of Vars 1-4 are fixed. As an illustrative example, consider the variables: ...
3
votes
1answer
108 views

Generate random correlated categorical variables

Lets say I want to generate 100 observations of 2 likert scaled, normally? distributed variables with 10 categories (1-10) and a pearson correlation of f.e. ~0.8. I am aware that using pearson ...
3
votes
1answer
55 views

Generating Random Zero-truncated Negative Binomial Values using Rejection Sampling

I am interested in generating zero-truncated negative binomial random variables using some sort of rejection sampling. My first thought was to simply draw from a negative binomial distribution, and ...
1
vote
1answer
35 views

Collective randomness of data generated using different seeds

We are generating 5 random numbers for every object we process - this is Java, but the code is pretty easy to follow (docs): ...
2
votes
1answer
437 views

generate a time series comprising seasonal, trend and remainder components in R

I want to generate a time series comprising three components: a seasonal component, a trend component and a remainder component. Moreover, I want to be able to chnage the level of trend, seasonality ...
0
votes
0answers
31 views

Synthetic Minority Oversampling with Binary Features in the data

I am planning to use SMOTE or ADASYN for creating synthetic observations for a classification problem as the data is imbalanced. The question is, there are Binary variables in the Feature set, and I ...
10
votes
4answers
566 views

How to generate a large full-rank random correlation matrix with some strong correlations present?

I would like to generate a random correlation matrix $\mathbf C$ of $n \times n$ size such that there are some moderately strong correlations present: square real symmetric matrix of $n \times n$ ...
0
votes
1answer
58 views

Randomly constructing a probability distribution for simulation

For a simulation, I want to construct the probability distribution of a random variable $X_k$ that takes only finite number of values $x_1, \cdots, x_N$. I have to assign values to each probability: ...
3
votes
1answer
104 views

References and Best practices for setting seeds in pseudo-Random Number Generation

In this document, that concerns the "set seed" command, Stata people discuss issues related to the setting of seeds when generating pseudo-random numbers. A notable "don't" is "don't use serially ...