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1answer
13 views

How can an intentional timing pattern be demonstrated in temporal data?

I dispose of data showing when a public authority issues different kinds of permits, say, planning permissions and liquor licences. I am interested in finding out whether the timing of one type of ...
0
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0answers
34 views

Test for Randomness

suppose a quality control supervisor at a paint manufacturing company suspects that the weights of paint cans on the production line are not varying in a random way, as she would expect. Instead, she ...
0
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0answers
14 views

What are some randomness tests I can perform on a PRNG with arbitrary integral range?

I am working on developing a PRNG which transforms bits of source entropy into integers which are uniform over the range [1, N], where N is any integer greater than one. This is exactly what ...
0
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0answers
26 views

Conceptual definition between randomness, representativeness and bias in sampling.

I was wondering if you can help me clarifying some concepts (if it is possible providing references to papers or books) that I will write in the form of ideas rather than questions. Consider this ...
1
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0answers
16 views

testing randomness in a grid

I need help with figuring out what kind of statistics I need to run to test for randomness in a grid for small mammal trapping. The grid consists on 64 traps, arranged in 8 rows of 8. The image ...
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0answers
11 views

Probability of many slow random number generators beating a fast one

Assume we have two ideal random number generators that return a value in the range $0$ to $N$. If generator $A$ takes one unit of time to generate a value, but generator $B$ takes $10$ units of time, ...
2
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0answers
26 views

Testing for randomness of room assignments

I have data on room assignments for students at a university, as well as certain characteristics on the students in the rooms, e.g. test scores, gpa, nationality, gender. I am told room assignments ...
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0answers
20 views

A question about random permutations and the probability of their fixed points

I have started off by listing all the random permutations as (1 2 3) (1 3 2) (2 3 1) (2 1 3) (3 2 1) (3 1 2) I have shown that the probability a random permutation has at least one fixed ...
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0answers
34 views

Geometric Brownian motion without drift

Let's say we have geometric Brownian motion: $$ dS_t = \mu S_tdt + \sigma S_tdW_t $$ Then the SDE becomes: $$ S_t = S_0\exp\left(\left(\mu - \frac{\sigma^2}{2}\right)t + \sigma W_t\right) $$ Say $\mu$ ...
0
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0answers
21 views

Randomness tests applied to time series having {-1, 1} values

to test randomness of time series whose values can only be +1 and -1, are all following randomness tests applicable or only a part of ? cox.stuart.test difference.sign.test bartels.rank.test ...
0
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0answers
43 views

How to measure the degree of noise in the data

I have two sets of high-dimensional (9 variables) data: one is from the experiment, the other is randomly generated in a certain way. I want to know which data is more noisy and messy. How should I ...
1
vote
1answer
38 views

Roomshare - avoiding the worst choice

I'm moving in a new shared house with two other people. There are three bedrooms in the house and we will draw numbers from a hat for the rooms. All agree that room one is better than room two and ...
5
votes
2answers
96 views

Test for randomness - randtests - fails

Suppose I have a data set provided by PRNG in a matrix form with 400,000 rows and 20 columns. Each row consists 20 unique integer values from 1 to 80. I need to check the correctness of the PRNG. For ...
1
vote
1answer
51 views

What are the precise/exact halting conditions for batch Gradient Descent (GD) when working with data with random noise?

I was trying to understand the different alternatives there are for halting batch gradient descent and concluding that one has reached some minimum (local or global). In the presence of noisy data ...
0
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0answers
17 views

Probability standard deviation random fluctuation in data

Let's say we have n vectors with k elements: $v^1$ = [$e^1_1 ,e^1_2,...e^1_k$] $v^2$ = [$e^2_1 ,e^2_2,...e^2_k$] and so on till $v^n$. Now let's suppose i have an algorithm that selects an element ...
2
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1answer
76 views

Chi squared test for randomness

I am testing pseudo-random number generators and need to perform a chi-squared test. However, I've encountered some difficulties. Let's take the following example: I have generated 100 numbers, ...
0
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0answers
30 views

What could cause unreproducible neural network training performance?

I'm trying to select various hyper-parameters, especially hidden layer sizes and depth, for my back-propagation ReLU neural network. I define a procedure to train/test a given configuration by ...
0
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0answers
64 views

Wald–Wolfowitz runs test

How does the formula of mean and variance of Run test come ? That is , How to derive those formula ?
5
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1answer
269 views

Is tossing a coin a fair way of randomising a group into two groups?

So myself and my uncle are having an argument over whether a coin flip is truly random. I argue it isn't because in real terms a coin tosser will always manipulate a coin so the result isnt 50/50 ...
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0answers
30 views

Intuition behind Whites reality check

Assume you mined some strategy following a simple rule based approach with positive performance measures over the last 30 years from a giant parameter space. Now you want to find out how likely it is ...
1
vote
1answer
59 views

Can a truly randomized procedure (e.g. random treatment allocation) result in unbalanced distributions?

Thousands of randomized trials are ongoing or in the planning. These trials rely on randomization procedures (e.g. patients being randomized to either placebo or active drugs) to yield two balanced ...
1
vote
1answer
24 views

how a random sample differ from the whole population in confidence interval?

I know what confidence interval mean in random sampling, but I'm confused what does CI mean in the whole population. Is there any difference? Or I could see the whole population as a "big" random ...
4
votes
1answer
96 views

One sample run test, but with P(+) $\neq \frac{_1}{^2}$

I am trying to find out how to conduct run tests on one sample but with a non 0.5-0.5 underlying occurrence pattern of the two dichotomous values. For instance ...
2
votes
1answer
76 views

Is there any difference between Random and Probabilistic?

It seems i can't directly say probabilistic and random are identical . But this is telling : random experiment is a probabilistic experiment. Is there any difference between Random and ...
1
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0answers
60 views

Suggested algorithms for time series analysis of sporadic events

I have a series of sporadic, discrete time series events that appear to occur in shorter interval clusters and I am looking for a way to determine the frequencies at which the events occur. None of ...
0
votes
0answers
33 views

Non Probability Analysis

I want to quantify the results of my non-probability survey. Are there any analysis techniques I can use that don't require or assume randomness other than descriptive?
1
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0answers
77 views

Accounting for measurement bias using a histogram or violin plot and numerical data in R

The Problem I have a gardener whose job it is to measure trees in meters using a measuring stick. She measures the heights of 1,000 trees. I plot these measurements on a violin plot in R. I am ...
2
votes
0answers
35 views

Auto-Correlation

I had thought that if I call acf() on a vector of integers, and examine the value correlation coefficient at K (lag) = 1, I would expect: A value close to +/-1 would show that the integers are not ...
0
votes
0answers
109 views

Deterministic Model and Stochastic Model

Deterministic model involves no randomness, where as stochastic model involves randomness. An example of deterministic model is: return of $5$years of investment with an annual interest of $7$% . An ...
1
vote
1answer
182 views

Is a neural network the only way to learn input/output relation?

first question here but hopefully you can help. Firstly I'm a web programmer by trade but I've touched a bit of neural networks in my university days. I've got a project to do with predicting the ...
1
vote
1answer
43 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): ...
1
vote
1answer
82 views

How to predict the time series data

I have no background of advanced stats. I am an engineer and I have the following data. I am representing it as a decent graph for better understanding. I want to forecast the collision for the next ...
1
vote
1answer
36 views

Is it possible for two independent people to generate randomness?

It is well documented that people are not very good at generating random sequences. However, is it possible that two people, working independently, could generate randomness together? Consider the ...
1
vote
1answer
254 views

Multilevel: Can I include two dummy variables of a 7-dummy-set into a random slope?

I am calculating a two-level linear multilevel analysis. A look at the random intercept random slope model showed me a significant decrease in my model deviance if I include two dummy variables. Those ...
1
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0answers
46 views

How can I model this problem?

Genetic algorithms are a kind of evolutive approach to problem solving where solutions are randomly generated and crossed with each other as to produce other solutions. With each generation or ...
0
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0answers
22 views

The outlier in non-random data

I have tested a time series data by using Run Test. The result shows that it is non random. How could I detect which data point(s) caused that non-randomness? Is there have any methods I can use? ...
4
votes
0answers
70 views

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 ...
1
vote
4answers
84 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 ...
2
votes
3answers
80 views

Check if a certain procedure is random or not

I am not a statistician, but I have a personal project and I need a help. I will simplify the project a lot to make it more clear and easier to understand. Then in base of your answers, I can fit it ...
0
votes
3answers
2k views

Is it a truly random sample?

Any hints on how to solve this problem? A sample of 400 items is taken from a normal population whose mean as well as variance is 4. If the sample mean is 4.5, can the sample be regarded as a ...
1
vote
2answers
187 views

Does randomness imply independence?

By looking at a lag plot, it seems that my dataset is random (no autocorrelation whatsoever). Should this be sufficient to infer independence of observations? As a matter of fact, I know that the ...
0
votes
0answers
27 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: ...
3
votes
0answers
315 views

Precision and recall of a random classifier

My understanding of precision and recall tells me that there is a tradeoff between these two measures: you can improve one at the cost of the other. However, when I think of a random classifier (on a ...
0
votes
1answer
18 views

I have a source of numbers. Is there a way to estimate the probability for the given number to originate from it?

The source in question is some blackbox which output looks completely random to me, yey I haven't tested if for randomness quality. I don't exactly know insides of blackbox but can easily caputure it ...
7
votes
1answer
371 views

Probability to draw a black ball in a set of black and white balls with mixed replacement conditions

When a black ball is drawn, it is not replaced in the set, but white balls are replaced. I have thought of this, with the notations: $b$, $w$ the initial number of black and white balls $x_i = (b ...
1
vote
1answer
59 views

Quality of randomness in generated random number

I have generated a list of 3 random number where each summed to 1. I would like to access the quality of randomness. What is the best mechanism to access this randomness? E.g my random numbers are. ...
7
votes
2answers
790 views

How to generate random points in the volume of a sphere with uniform nearest neighbour distances

With respect to post (1) and post (2), I generated a large number of uniformly distributed points inside the ball of radius $R$ using $\frac{R_s U^{1/3}}{\sqrt{X_1^2 + X_2^2 + X_3^2}} (X_1, X_2, ...
1
vote
0answers
26 views

Modeling a list with a tunable degree of disorder/shuffling

Imagine we have a list of ordered numbers $L = (1, 2,\dots, N)$. I want to add an arbitrary amount of "disorder" to that list. For instance: Adding a little bit of disorder would permute a few ...
2
votes
0answers
123 views

What is the distribution of an outer product of random values mod P?

I haven't been able to answer this daunting question for days now and I am not able to find the right resource for it, so maybe someone here might help me out. Consider an outer product of two ...
1
vote
0answers
67 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 ...