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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12
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2answers
3k 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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Generating random numbers manually

How can I manually generate a random number from a given distribution, as for instance, 10 realisations from the standard normal distribution?
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Can someone help to explain the difference between independent and random?

In statistics, does independent and random describe the same characteristics? What's the difference between them? We often come across the description like "two independent random variables" or "...
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What is the probability of n people from a list of m people being in a random selection of x people from a list of y people?

If I am selecting 232 people from a pool of 363 people without replacement what is the probability of 2 of a list of 12 specific people being in that selection? This is a random draw for an ultra ...
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Can non-random samples be analyzed using standard statistical tests?

Many clinical studies are based on non-random samples. However, most standard tests (e.g. t-tests, ANOVA, linear regression, logistic regression) are based on the assumption that samples contain "...
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What is wrong with this “naive” shuffling algorithm?

This is a follow-up to a Stackoverflow question about shuffling an array randomly. There are established algorithms (such as the Knuth-Fisher-Yates Shuffle) that one should use to shuffle an array, ...
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1answer
727 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 - ...
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Why is it bad to teach students that p-values are the probability that findings are due to chance?

Can someone please offer a nice succinct explanation why it is not a good idea to teach students that a p-value is the prob(their findings are due to [random] chance). My understanding is that a p-...
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1answer
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Scrambling and correlation in low discrepancy sequences (Halton/Sobol)

I am currently working on a project where I generate random values using low discrepancy / quasi-random point sets, such as Halton and Sobol point sets. These are essentially $d$-dimensional vectors ...
5
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1answer
385 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 ...
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A statistical approach to determine if data are missing at random

I have a large set of feature vectors which I will use to attack a binary classification problem (using scikit learn in Python). Before I start to think about imputation, I am interested in trying to ...
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How is data generated in the Bayesian framework and what is the nature on the parameter that generates the data?

I was trying to re-learn Bayesian statistics (every time I thought I finally got it, something else pops out that I didn't consider earlier....) but it wasn't clear (to me) what the data generation ...
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1answer
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Differential Entropy

Differential entropy of Gaussian R.V. is $\log_2(\sigma \sqrt{2\pi e})$. This is dependent on $\sigma$, which is the standard deviation. If we normalize the random variable so that it has unit ...
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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 ...
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How to find out if a set of daily measurements are random or not?

There is a set of daily measurements. Time and measured values are both discrete. I want to find out whether measured values depend on the day the measurement was taken, or whether measurements are ...
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High autocorrelation when taking the L-th order of difference of a sequence of independent random numbers

To explain this question in more detail, I'll first elaborate my approach: I simulated a sequence of independent random numbers $X = \{x_1,...,x_N\}$. I then take $L$ times the difference; i.e. I ...
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2answers
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Can one force randomness in a sample?

I recently spoke to a large qualitative analysis company who were working on in-depth analysis of the potential customers of train company. I asked them how they chose the people to include in their ...
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1answer
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Is it valid to use latin-hypercube sampling in parallel sampling?

I am sampling from a model 10 times in series, doing this in 50 parallel processes. I am using LHS to generate samples each set of ten samples, although each of the 50 parallel runs' samples are ...
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1answer
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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 ...
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Testing (and proving) the randomness of numbers [duplicate]

Possible Duplicate: Testing random variate generation algorithms What's a good way to test a series of numbers to see if they're random (or at least psuedo-random)? Is there a good statistical ...
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2answers
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Randomly picking from $n$ choices roughly $n$ times. What's the resulting frequency distribution called?

Not sure of the best way of phrasing this question, but I'll give it a go. If I were to randomly choose whole numbers between 1 and $n$ a significant number of times relative to $n$ (say, $m$, where $...
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How best to form many short, independent random numbers from one long random number?

I have 20 digit, uniformly distributed random numbers, downloaded from random.org (because the numbers from that source are based on variations in atmospheric pressure rather than a mathematical ...
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2answers
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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 $\mu$ ...
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Is the Intersection Area Between 2 PDFs a Probability?

Say that we have two processes $a$ and $b$ that generate numbers. Then say that the random variables $A$ and $B$ take values in the set of numbers that those processes generate, respectively. So $f_A$ ...
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2answers
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Best process for randomly drawing an odd and an even number

I want to draw a random number from 1 to 100. If this number is even, I want to then draw a random number from the odd numbers between 1 and 100. If the first number is odd, I want to draw a random ...
2
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1answer
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Occurrence of at least 1 HT and HH in sequences of 4 coin flips not equally likely

I was reading this interesting article on hot hands and streaks in sports. The article revolves around the 16 possible sequences of 4 coin flips (H = heads, T = tails): ...
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Is this a reverse Birthday Problem problem? [duplicate]

I have a machine that generates 16 character long sentences made up of (I think kinda) random letters. I can get it to spit out up to 1 million such sentences before I loose the ability to store them (...
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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 ...