# 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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### 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 ...
3k views

### 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 $x\in\mathbb{Z}$: $$S_n=x+\sum^n_{i=1}\xi_i$$ where the increments $\xi_i$ are I.I.D ...
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### 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 ...
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 ...
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 ...
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. ...
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....
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: ...
35 views

### 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 ...
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 ...
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 ...
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 ...
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 ...
48 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 ...
40 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 ...
30 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 ...
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 $\mu$ ...
13k views

### 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 ...
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 ...
2k 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 ...
231 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 (...
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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, ...
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 ...
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 ...
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 ...
1k 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 ...
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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 ...
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 ...
1k views

### 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 ...
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 ...
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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### 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): ...
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 ...
2k 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 ...
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### 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 ...
140 views

### Are integer results from random number generators unlikely?

If I generate a random float value between 0ā¦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 0ā9 digit ...
96 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 ...
5k 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 ...
691 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 ...
3k 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 ...
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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 ...
727 views