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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34 views

Generate data from a bivariate power-law distribution in R

I need to generate data from a random vector that follows a bivariate power-law: $$ f_{X,Y}(x,y) = \frac{C}{XY} \left(\frac{X}{X_0} \right)^{-\alpha} \left(\frac{Y}{Y_0} \right)^{-\beta} , $$ where ...
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0answers
44 views
+50

What kinds of PRNG exist outside Linear congruential generators?

I'm kinda running out of words, Linear congruential generator are really low quality PRNG but it was all I needed for some basic stuff, now I need to fill the blank and get to know other families of ...
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4answers
60 views

Are integer results from random number generators unlikely?

If I generate a random float value between 0…1, say to 40 digits, or n digits, aren't the chances of getting a true zero (0) or a true one (1) incredibly small? On the zero condition, every 0–9 digit ...
3
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1answer
28 views

How to get only positive values when imputing data?

Suppose age is normally distributed with mean 20 and standard deviation 5. How do you ensure that you get only positive values when you sample age from this distribution? I am trying to impute ...
0
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1answer
32 views

How can I do a chi-square test without being given the critical value table?

I have a random number generator that generate integers within [0, r). I want to write a piece of code to test whether the numbers from it are truly uniformly ...
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0answers
92 views

Is there a name for this process/ distribution?

Does the equation below have a name, or is it similar to some other well-known process/ equation? Equation of interest: $$S_c = S_{c-1} + S_{c-1}\omega_c\delta_c$$ $\delta\sim\mathcal{N}(0,1)$ is a ...
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1answer
19 views

R-commander. Generate random data depending on the means and SDs of different populations

I have 3 different populations, represented by their specific means and SDs. So I have 3 means with their 3 SDs: Mean1 = 5.5 SD1 = 0.65 Mean2 = 5.9 SD2 = 0.32 Mean3 = 5.4 SD3 = 0.49 If I want ...
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3answers
99 views

impossible distribution statistics?

I'm currently reviewing an article where authors presented distribution statistics that look erroneous to me. But I'm not able to find a way to ascertain it. The article presented results with a mean ...
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1answer
55 views

Creating data that follows a specific data distribution

I have a variable z which has around 3000 values between 0.0 and 0.5. I have plotted here z in the y-axis and 3000 evenly spaced numbers over the interval 0.0 and 0.5 in the x-axis so that one can ...
4
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1answer
129 views

Simulate regression data with dependent variable being non-normally distributed

For regression analysis, it is often useful to know the data generating process to check how the used method works. While it is fairly simple to do this for a simple linear regression, this is not the ...
0
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1answer
29 views

Generating gamma random field with given covariance matrix

I have to generate multivariate gamma distributions with given positive-definite covariance matrix. Anyone can suggest me a method? Thanks,
4
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1answer
42 views

Best way to generate Gaussian Field

I have to generate a homogeneous Gaussian Field with given correlation function of each points on a three dimension grid (500 x 500 x 500). A Cholesky decomposition method fails because of huge number ...
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0answers
17 views

Generating random field

I want to learn how to generate a random field with long-range spatial correlations and the underlying distribution being a beta distribution. EDIT: Is it possible to take a random Gaussian field, ...
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0answers
23 views

How can people emulate a RNG; Give the 'most random' sequence of numbers

Not sure if I should ask this at math or here but anyway. I am wondering what we as people could do if we were asked to produce a random sequence of numbers (let's say between 1 and 1000). I'd say it ...
4
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1answer
59 views

Testing if code is generating random variables consistent with theory

In software development, we often write unit tests to ensure that a particular portion of the code is working as expected. For example, consider the problem of drawing a color at random from ...
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2answers
105 views

Test the randomness (uniformly distributed) on a 64 bit float random generator

We have a random number generator which is supposed to generate 64 bit floats, uniformly. We want to test whether it is a good uniformly random. I am not asking the general way to test it, as it was ...
3
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2answers
184 views

Choosing a discrete non-uniform distribution for generating random integers

I have a list $l$ containing integers in the range $[1,max]$ On list $l$ I do an operation $isPresent(x)$ which return true if ...
2
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1answer
71 views

Using Poisson distribution to generate random integers

I'm trying to generate random integers which have Poisson distribution. The open source library GSL has one such distribution. Function: ...
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1answer
28 views

In testing random numbers, what other tests should I use to complement the Kolmogorov-Smirnov? [duplicate]

I'm using the Kolmogorov-Smirnov test to test a random number generator. I'm wondering if there are other tests that I should implement as well. So far, I've looked at the equidistribution and serial ...
2
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1answer
109 views

How to draw estimates based on variance covariance matrix?

Suppose I fitted a logistic model and get the estimates as well as their vcov matrix. I would realize this: draw length($\beta_s$) independent $\mathcal N(0,1)$ ...
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5answers
647 views

How do I get “V-shaped” distributed random numbers from uniformly distributed numbers?

I have 1000 uniformly distributed random numbers. How do I manipulate them to get a V-shaped histogram?
2
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1answer
35 views

How many times, in expectation, am I fetching a random sample from a predefined discrete probability distribution of elements?

As part of a simulation that I'm working on, I have a probability distribution over $n$ elements, from which I have to sample a set $S$ of size $m$. That is, each element $e \in S$ must be unique ...
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0answers
24 views

How to test a Random Number generator in R? [duplicate]

I have a random number generator of U(0,1), I apply the ks test on x, which has 10000 random numbers in [0,1]: > ks.test(x,"punif") and obtain this result: ...
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2answers
1k views

What's the probability that from 25 random numbers between 1 and 100, the highest appears more than once?

In many online games, when players complete a difficult task, sometimes a special reward is given which everyone who completed the task can use. this is usually a mount (method of transportation) or ...
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0answers
52 views

how to generate correlated random number series? non-gaussian, empirical distributions

I have N time series, let's say $X_{it}, i=1..N$. Assuming that they're i.i.d., I want to generate N random i.i.d. series $X_{it}^*$, which would be similar to my original series $X_{it}$. If I knew ...
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2answers
95 views

Accurately generating variates from discrete power law distribution

What are the best methods to accurately generate random integers distributed according to a power law? The probability of getting $k$ ($k=1,2,\ldots$) should be equal to $p_k = k^{-\gamma} / ...
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0answers
14 views

Corrective random generation to fit a preset distribution when combined with biased data

I have a source of data that will have an unknown distribution. I want to generate "random" data such that, when I combine the two, the overall distribution completely hides what the original data's ...
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1answer
36 views

sampling for estimation - using random numbers - homework help

I have a figure like so : Now the question asks to 1) generate 100 samples of iid - 2D uniform random variables in the unit-square. 2) count how many samples generated fall within the quarter ...
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1answer
141 views

How to generate random variables from a defined density via R?

Given probability distribution: $f_x(x)=(x+1.5)^{-1.75}e^{-x/400}$, Let $t=x-1.5$. (I want to generate a random set $x$ from this distribution) Generate ...
4
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1answer
751 views

Random number-Set.seed(N) in R

I realize that one uses set.seed() in R for pseudo-random number generation. I also realize that using the same number, like set.seed(123) insures you can reproduce results. But what I don't get is ...
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0answers
27 views

Multinomial goodness of fit

Suppose I generate a multinomial distribution with probabilities $p_i$, i from 1 to k. Now suppose I test it back using goodness of fit (chi square) with the probabilities we know. I read that this ...
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1answer
73 views

Establishing the lack of randomness in lottery number selection

Related to this question, if I have 1500 or so jackpot results from a 6/49 lottery (numbers drawn, number of winners and prize per jackpot winner), how can I demonstrate that some numbers are less ...
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1answer
60 views

Interpreting “good figures of merit” in xorshift* context

I am trying to implement an xorshift* PRNG (practically an xorshift with a multiplication step in the end) as a long term replacement of Java's Math.Random. I have been reading an article pointed out ...
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0answers
36 views

Optimising test re-test reliability through randomly generating hypothetical repeated trials

I have had a look around the forum, and despite some similar questions on measurement error, no one appears to have asked this question specifically. I have developed a test where a small group of ...
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1answer
50 views

Selecting uncorrelated samples from a set of bulk data that contains correlated and dependent samples

i have a set of data that is generated by expensive computational model evaluations, on a total data set of 10000 samples in 40 dimensions. This sample data set is composed of different data sets, ...
3
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0answers
67 views

Am I creating bias by using the same seed over and over

In almost all of the analysis work that I've ever done I use: set.seed(42) It's an homage to Hitchhiker's Guide to the Galaxy. But I'm wondering if I'm ...
2
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0answers
31 views

Transforming a uniform-on-sphere random vector

Consider the 3-D real random vector $(X_1,X_2,X_3)$ which is uniformly distributed on the surface of a unit sphere. What can be told about the distribution of $(aX_1,bX_2,cX_3)$, where $a,b,c,$ are ...
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1answer
503 views

How can I generate uniformly distributed points on a circle?

I am looking to generate 450 data points in R. There are three distinct sets 150 of each distributed in a circular band with different radii (at 1, 2.8 and 5). In particular, I'm looking to reproduce ...
2
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0answers
83 views

Generating Random Vectors with Arbitrary Marginal Distributions via NORTA

When generating random variates from different marginal distributions using the NORTA (Normal-to-Anything) method, as described in Cario & Nelson 2007, why is $\varrho$ required? To adjust ...
9
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2answers
474 views

Why is the distribution of rand()^2 different than of rand()*rand()?

In Libre Office Calc, the rand() function is available, which chooses a random value between 0 and 1 from a uniform distribution. I'm a bit rusty on my probability, ...
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0answers
13 views

enrichment test and relations between variables

I'm in a situation in which I derived a list of 500 genes using a sophisticated method, of which I found a subgroup of 60 genes that are mutated according to a mutational annotation. To verify the ...
3
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2answers
70 views

select words randomly in proportion to their frequencies

I have a large text and I need to select words randomly in proportion to their frequencies. A raw method is to put all the words in an array (N indexes) and to use a random (uniform) generator to ...
3
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1answer
175 views

Generating normal random samples given covariance matrix and observations on some components?

Suppose we have n by n covariance matrix of n normal random variables. Is there program where we plug in sample values for k of the n variables and the program, by using the covariance matrix and ...
1
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0answers
60 views

How to test the randomness of a sequence of real m-tuples?

1) Let $\{a_i\}_{i = 1, ...,n}$ be a real sequence generated by a pseudorandom number generator. How can I check the randomness of such real numbers using, for instance, Runs test? 2) Assume three ...
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0answers
131 views

Sample from Wishart distribution with inverse Scale matrix

I tried to model precision matrix in a hierarchical Bayesian setup with Wishart prior given d.f. and inverse scale matrix, and matrix normal likelihood, since it's a conjugate prior, my posterior on ...
2
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0answers
224 views

Generate data from a t-distribution with specified mean and standard deviation

How does one randomly sample from a T-distribution in R. From what I've found, the function rt in R doesn't let you specify the mean and standard deviation. For a ...
3
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1answer
253 views

How to generate random data that conforms to a given mean and upper / lower endpoints?

I'm in need of generating a set of random numbers (between 100 and 300 would suffice), which conform to a given mean, and also fall within certain upper and lower endpoints. Using the statistics ...
5
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1answer
365 views

Generating survival times for a piecewise constant hazard model with two change points

When there are two change points in a piecewise constant hazard model then the density function becomes some triangle exponential distribution. In this situation I can't generate the survival time ...
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1answer
64 views

Generating random variable from density function

How can I generate a random variable of size n= 2914 if I have the density function?. So the problem is that I have the density f(x) (function well defined) ...
4
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1answer
102 views

Simulating data to fit a mediation model

I am interested in finding a procedure to simulate data that are consistent with a specified mediation model. According to the general linear structural equation model framework for testing mediation ...