# Questions tagged [randomness]

Randomness is the lack of pattern or predictability in events. Randomness is often modeled with probability distributions, but can also be generated by deterministic processes.

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2answers
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### Why is randomness so useful?

Where by "why" I do not mean "list of use cases for randomness." If one has a quantitative question Q about topic X, it does not seem intuitive that values that by definition have ...
1answer
50 views

### Randomness generated by deterministic processes

The tag excerpt of randomness says: Randomness <...> can also be generated by deterministic processes. Is that not intrinsically contradictory? Or does it consider randomness epistemically ...
1answer
25 views

### Definition of model in the tag excerpt: random relationship(s) between variables

The tag excerpt of model says: A formalization of relationships between stochastically (randomly) related variables in the form of mathematical equations. This seems questionable to me. I guess ...
2answers
67 views

### Is random walk with drift is random?

I see everywhere in the web that lag-plot or acf are used to see if a time serie is random. If there is no structure in the lag plot then the data are random, and if autocorrelation = 0 then data is ...
2answers
91 views

### Why is a 100 heads run surprising? [closed]

Assume we have a fair coin. We flip it 100 times. The outcome is all heads. Why is it that all heads outcome is more surprising to us than a "more random looking" outcome with less ...
1answer
28 views

### Is there a way to determine if one picture is more random than another

I have two pictures. I only want to keep pictures that "display" randomness. Is there a way to distinguish more random from less? In these plots, time is the vertical axis. So, the second ...
1answer
72 views

### Why does k-NN algorithm produce different predictions with same model and data?

I have successfully created a model using Apple coremltools' KNearestNeighborsClassifierBuilder() and trained it. However, each time I run the algorithm, I get different predictions. Here are the ...
1answer
39 views

### How far from “even” is (or is not) significant?

If a six-sided die is rolled 600 times, an even distribution would be 100 rolls for each number. If I actually rolled 600 times and tallied the results... How far away from 100 would a count need to ...
1answer
70 views

### Frequency of mutants in a very large number of observations

During cellular division (generation of two cells from one) bacteria experience mutations, where a newly produced cell harbors altered genetic code. To measure the rate of this happening Max Delbrück ...
2answers
258 views

### The interpretation of a random variable

A variable is modelled as a random variable, without reference to the question whether it is truly random in reality. For example, when the outcome of a flip coin is modelled as a random variable, no ...
1answer
53 views

### Fixing random seed on inference

I will be deploying models into production and I'm wondering whether it is appropriate to fix the random number generator seed at inference time. Here's what I think: setting the seed will give ...
0answers
13 views

### Ljung-box test on weekly percentage of total quarter bookings

I have a data on the weekly percentage of the total quarter bookings. The data looks as follows (note: weekly percentages add up to 100 for each quarter) : (not real data) I used the Ljung-box test ...
0answers
23 views

### Test for random distribution of values in a sequence

I'm looking to measure the degree to which values in a column or list are ordered or pseudo-randomly aligned. In essence I'm trying to distinguish the following scenarios. Say we have a "sex" column ...
1answer
170 views

### Informational value of R squared and correlation? [closed]

Taleb has previously undermined the typical interpretation of correlation with regards to the informational value it carries, showing how the uncertainty is reduced in a non-linear fashion. With ...
0answers
12 views

### What are the necessary steps required for conducting a Wolfowitz runs test of randomness, given that I have all the necessary data?

I am writing a part in my thesis about the random-walk theory of price changes. I plan to set up a runs test of randomness to show whether the price changes do follow a particular random pattern. I ...
0answers
16 views

### How to spot/measure artifacts produced by several rotations of 2-dimensional data?

I am trying to transform dataset to mulitiply its size but preserve its initial random nature. I have 5-dimensional numerical dataset which represent particles in plane, produced by Monte Carlo ...
0answers
38 views

### I am drawing balls of three colours from an urn until it is empty. Is the sequence of colours random?

I have the following problem. I have an urn with n balls of k different colours. I draw balls without replacement until the urn is empty. This leads to a sequence of colours. I now want to show that ...
1answer
58 views

### Typo in Deepleariningbook.org or am I misunderstanding Bayesian stats?

This is on page 133 of the book: https://www.deeplearningbook.org/contents/ml.html#pf10 In the above, it says that the data set is directly observed and so is not random If that data we observe ...
1answer
31 views

### My approach to deal with the effects of randomness in a ML model

I'm not a statistician, so please excuse a possibly wrong use of terminology here. My dataset has about 400 - 800 samples and about 800 features. The samples are ordered by time, although it is not a ...
1answer
56 views

### Need to randomize rank order,

I have a ranking of items, $X = (x_1, \ldots, x_n)$. I want to obtain a random sequence $\hat{X}$, which is a permutation of $x_i$, such that the expected rank-correlation (say, Kendall) between $X$ ...
0answers
60 views

### maximum randomness and non-randomness

Two questions about randomness of data-sequences: Using a variant of run test like Wald–Wolfowitz to check randomness hypothesis for a one-sample data sequence, which yields a P value denoting the ...
1answer
64 views

### Measure of randomness that maps well to “hard to guess”?

It was recently pointed out to me that entropy does not necessarily map well to "hard to guess". E.g.: consider a distribution where there's a very high (say, 90%) chance you select a single, ...
2answers
56 views

### Is there a way to check for sure that optimization was applied to the weights of NN?

Given the first or next steps of NN training, where weights were initially randomly sampled from some distribution, is there a reliable way to determine if some optimization was applied to the weights?...
1answer
2k views

### Classification accuracy heavily depends on random seed

I want to compare different classification methods and evaluate their prediction measures (such as accuracy etc). I first split the data into training and test set. With the training data I then ...
1answer
1k views

### LSTM - random and always-different time between data measurements?

I am working with a time series problem where the time between two data measurements is random, and I am trying, without luck, to find an LSTM architecture that can handle this. A very simplified ...
0answers
34 views

### Testing Randomness in day of year values

I have airline booking data (no. of bookings vs day of year). Day of year is a vector, taking values from 1 to 365, with stepwise increments of 1. We can have one data-set where booking exists for ...
1answer
483 views

### Stochastic vs Adversarial Multi-Armed Bandit Problems

I know that the multi-armed bandit can be formalised in multiple ways - two of them being the stochastic and adversarial ways. I am familiar with the fact that adversarial way is a game theoretic ...
1answer
74 views

### The assumptions regarding the t-test

The t-test has an assumption that the sample provided has to be random in nature. Do we test our sample for randomness before carrying out the t-test ?
0answers
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### Explain the results of the 2-sample Kolmogorov-Smirnov test for two random Gaussian sets of numbers

Suppose I have two sets of random numbers drawn from the Gaussian distribution, $\mathbf{r_1}$ and $\mathbf{r_2}$. I then do a 2-sample Kolmogorov-Smirnov test (KS test) between the two to determine ...
3answers
247 views

### How do I prove one company is actually doing better than another?

Suppose I have the return information for two reverse logistic companies--See example data. For certain groups companies A and B each receive 50% of the work from a client, but for another group ...
0answers
23 views

### Random sampling at two different frequencies

In a production line, random samples are drawn to be tested for properties A and B. A has to be tested at a higher cadence than B and the assumption is that A and B have zero correlation. Since the ...
1answer
34 views

### Cross checking AI Selections vs Random Chance

Fifty Three Images AI Selects 20 images based on various criteria. I Select 20 images based on personal criteria. In a two group selection of all 53 items what is the likely overlap due to random ...
0answers
45 views

### How to do Monte Carlo with conditional input values?

Please apologise my likely ignorance of the correct terminology and notation. Any edits and suggestions to improve the question are very much appreciated. I want to perform a Monte Carlo simulation ...
4answers
5k views

### Check if a character string is not random

Background Let's say we have an alphabet of A,B, C, D, then we look through some data and find a "word" which is ...
0answers
44 views

### Is there a known PRNG that passes TestU01's BigCrunch but fails any test in NIST 800-22?

In other words, does TestU01 incorporate all statistical tests by NIST 800-22?
2answers
1k views

### What is the state of the art in statistics tests for distinguishing good from bad random number generators?

There are many packages out there. In particular, PractRand gives out an opinion on a number of them, but it's only an opinion. Is there conventional wisdom about which set of set of statistics ...
1answer
909 views

### Why are there different statistics tests in NIST SP 800-90B and NIST SP 800-22? [closed]

NIST SP 800-22 (published in 2010) lists out some statistical tests for telling good random bit generators from bad ones. NIST SP 800-90B (published in 2018) has apparently the same purpose but lists ...
2answers
2k views

### Why atmospheric noise is considered the only reliable source for generating “pure random numbers”?

When we say that something is random, it simply implies that the occurrence under observation does not have any cause or at least that cause cannot be determined beforehand in layman's language. For a ...
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3answers
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### Why do several (if not all) parametric hypothesis tests assume random sampling?

Tests like Z, t, and several others assume that the data is based on a random sampling. Why? Suppose that I'm doing experimental research, where I care much more for the internal validity than the ...
2answers
3k views

### Is PCG random number generator as good as claimed?

I have a demand for extremely fast acceptable-quality random number generator (RNG). This means rand()%2 should not alternate between 0 and 1 (that totally kills the simulation, as in one problem I ...
1answer
840 views

### How to generate randomness using a biased coin? [closed]

Imagine we have three people and we want to select one of them at random. If we had a fair coin we could have tossed the coin twice to get one of the 4 outcomes and could have related the occurrence ...