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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65 views

How to take random draws of a low-entropy “meta-random” distribution

I'm working on a simulation study, and for it I'd like to be able to generate random draws from a random multivariate distribution. I'm looking for something pretty chaotic, in the sense that it's ...
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What does it mean to say that an event “happens eventually”?

Consider a 1 dimensional random walk on the integers $\mathbb{Z}$ with initial state $x\in\mathbb{Z}$: \begin{equation} S_n=x+\sum^n_{i=1}\xi_i \end{equation} where the increments $\xi_i$ are I.I.D ...
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73 views

How to test that sample data is random? [duplicate]

Lets say there's a function that produces a random number between 1-10000. We need to verify that the generated numbers are truly random and that the distribution is uniform. How do we test the ...
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280 views

Calculate probability of random numbers adding up to or being greater than another number

What's a simple formula I can use for calculating the probability of a set of random numbers adding up to or being greater than another number? Where $W$ is the amount of random numbers picked, $X$ is ...
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769 views

What is the difference between IRP and CSR

In this presentation: sorry I couldn't upload the presentation so this is another example: https://www.e-education.psu.edu/geog586/l5_p13.html They are using CSR and IRP interchangeably. I think CSR ...
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181 views

Getting hints from target variable by only looking at the extremes: Will it ruin predictive power?

I have a large set of predictors and a target variable which is extremely difficult to model. After a couple of failed trials (glm, DT, RF, NN) I got the impression that it is almost random noise. ...
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103 views

Determine how much order/structure is present in a 2D array of values

I have a large 2D array of numbers that may or may not be totally random. I would like to examine this array for signs of non-randomness, such as repeating patterns or other two-dimensional structures....
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38 views

Approach to detect unused column in a table based on low variance

I have a table which is used a people to fill some information, some 30 fields. Sample Data: ...
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Question about word/discourse similarity analysis

Question about a investigative journalistic proof involving LDA and prior along with general probability distribution model for an unusual type of problem. Basically I have an email I wrote to a ...
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1answer
40 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 ...
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120 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 ...
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37 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 ...
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384 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 ...
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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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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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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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767 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 $\mu$ ...
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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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40 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 ...
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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 ...
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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 (...
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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, ...
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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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231 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 ...
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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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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 ...
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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 ...
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241 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 ...
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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 ...
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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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508 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 ...
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811 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 ...
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71 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): ...
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473 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 ...
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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 ...
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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 ...
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57 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 ...
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3answers
140 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 ...
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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 ...
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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 ...
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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 ...
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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 ...
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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 ...
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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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86 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. ...
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How to validate a random sample

I have been given two sets of data, one with 10,000 observations which is a subset of the other with 100,000 observations. It is claimed that the small dataset is a random sample of the large dataset. ...
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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 $\frac{R_s U^{1/3}}{\sqrt{X_1^2 + X_2^2 + X_3^2}} (X_1, X_2, X_3)$,...
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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 ...
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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 ...
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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 ...