Questions tagged [random]

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19 views

Correlated Random variables

On Matlab I would like to simulate a wireless mobile phone cell, in particular I want to reproduce the effect of shadow fading on the link between two users. So if I consider a certain 2D map, with ...
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14 views

Interpreting Validation Curves to Fix Overfitting for Random Forests

i'm curently struggeling to interpret validation curves for my model. See the image. My training data set size is around 1200. I'm using 10-fold cv and the Random Forest Algorithm. Before i took a ...
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11 views

Relationship between Conditional R squared and random effect variance?

I have run a simple lmer with one fixed effect (day) and 3 random effects (athlete, infusion and sport). Model below. ...
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40 views

What is the distribution of sum of Gamma and Chi square distributed dependent random variables?

Let $\mathbf x=[x_1, ... ,x_K]^T$, $x\sim\mathcal C\mathcal N(\mathbf 0,\sigma_x^2\mathbf I)$, and $\mathbf y=[y_1, ... ,y_K]^T$, $y\sim\mathcal C\mathcal N(\mathbf 0,\sigma_y^2\mathbf I)$. Consider $...
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1answer
63 views

Convergence of random variables problem

I am trying to solve the problem from MIT Open Coursware "Statistics for Applications" problem set. Specifically the first one: "For $n \in N^*$, let $X_n$ be a random variable such that $P[X_n = \...
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1answer
42 views

Bayesian random variables VS. MLE fixed variables

"Bayesian inference treats model parameters as random variables whereas frequentist inference considers them to be estimates of fixed, ‘true’ quantities." (Ellison 2004) What does it mean in the ...
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4 views

Intuition for seperable process

I am learning about seperable processes as defined in the below link: https://www.encyclopediaofmath.org/index.php/Separable_process Whilst I understand the maths definition and can see when a ...
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9 views

Sampling randomly, why does a parabola describe distinct values vs sample number?

I had recently asked a question which duplicated Estimating population size from the frequency of sampled duplicates and uniques. And GaBorgulya's answer there provided what I wanted. However, my ...
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23 views

Variance of Coefficient of Probit estimation with 500 random draws

this is my first post here, I try to be as specific as possible. If a forgot anything important, please tell me :). I have data with 100.000 observations about cellphone providers. The data can be ...
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18 views

How to test randomness when one of two groups variables is modified?

I am not a statistician but understands enough to be able to grasp concepts. I am looking for pointers towards some direction. Question : I have a dataset which was generated from an actual ...
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1answer
67 views

Putnam problem - guess an integer in an odd number of attempts

I have no clue how to answer this question. This is 2002 Putnam examination question B-4. B4 An integer $n$, unknown to you, has been randomly chosen in the interval $[1,2002]$ with ...
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2answers
3k views

Who is Gail Gasram?

Several places (1, 2, 3) quote someone named Gail Gasram as saying "Nothing is random, only uncertain" but a Google search turns up no info, just more places with this quote! Generally, it's in the ...
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1answer
39 views

“Because $X_i$ is random, the CEF is random”

Define the conditional expectation function (CEF) by $E[Y_i|X_i]$. In Mostly Harmless Econometrics, Angrist and Pischke (2009, p. 30) write: Because $X_i$ is random, the CEF is random I do not ...
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2answers
34 views

Simulating the sum of random dice roll without a loop

I want to perform a random roll of $n$ $k$-sided dice (with values $1$ to $k$), where only the sum of the consecutive rolls is the output I want to get. Assuming I have a (pseudo-)random number ...
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43 views

Correlation between log normal variables and a normal variable

I have a variable $z$ given by: $z=\sum_{i=1}^n z_i$ where $z_i$ are random variables with $z_i \sim N\left(0,1\right)$. Then it will be $z \sim N(0,n)$ and the correlation between a variable $z_i$ ...
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24 views

Monte Carlo and random walk

Can a Monte Carlo-Simulation be considered as a kind of ensembles of random walks?
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16 views

If we know the cumulative distribution function (cdf) can we determinate the random variable?

I got this question from my teacher yesterday. In my opinion the answer is no, but I can't prove it with a specific example (dice,dime or something). I was thinking also about a reductio ad absurdum ...
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33 views

Random walk 1-D with fixed number of steps and distance

I'm trying to program a random walk in one dimension with a fixed number of steps, which lenght is a real number picked from a distribution to be specified (in particular a polynomial one), and a ...
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32 views

Testing for over-representation or enrichment of one combination into another dataset

I want to test if each of these particular pairs of combinations in set1 is over-represented (or enriched) within another set2: ...
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1answer
23 views

How to compare the performance of different SVMs and CNNs?

I'm a beginner in machine learning und I have a problem to find the best way to compare the performance (accuracy) of different SVMs and CNNs (Jupyter Notebook)? The CNNs I train in Google Colab with ...
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2answers
56 views

How to calculate the probability of getting a specific value in a random subsample in R?

I have 73 houses categorized as positive (1) or negative (0) for a disease. Each row (73) is a house and only one column with the values. ...
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23 views

Why is Knuth's definition of random sequence (R4) too weak?

Knuth's $R4$ definition of a random sequence is called "too weak" and he presents an example of why --- second paragraph after the definition on the previous link. Definition $R4$. A $[0..1)$ ...
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26 views
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1answer
35 views

How to calculate uncertainty of probability derived from random samples?

I'm running many simulations based on random samples, each of which produces a True or False result. The goal is to calculate the probability that the result will be True, which I can easily ...
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21 views

What is the distribution of a point to a random line?

Let's say that we have a random vector that represents a line [A,B,C] so that, Ax + By + c = 0. A, B, and C are independent Normally distributed random variables, with different mean and variances. if ...
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10 views

Final all data refit of random forest after hyper-parameter optimisation without out-of-bag

Using a random forrest implementation that does not support out-of-bag errors in combination with a bayesian hyper-parameter method, I am creating random validation datasets during the search. As ...