In common parlance, randomness is the apparent or actual lack of pattern or predictability in events. A random sequence of events, symbols or steps often has no order and does not follow an intelligible pattern or combination. Individual random events are, by definition, unpredictable, but if the probability distribution is known, the frequency of different outcomes over repeated events (or "trials") is predictable. For example, when throwing two dice, the outcome of any particular roll is unpredictable, but a sum of 7 will tend to occur twice as often as 4. In this view, randomness is not haphazardness; it is a measure of uncertainty of an outcome. Randomness applies to concepts of chance, probability, and information entropy.
The fields of mathematics, probability, and statistics use formal definitions of randomness. In statistics, a random variable is an assignment of a numerical value to each possible outcome of an event space. This association facilitates the identification and the calculation of probabilities of the events. Random variables can appear in random sequences. A random process is a sequence of random variables whose outcomes do not follow a deterministic pattern, but follow an evolution described by probability distributions. These and other constructs are extremely useful in probability theory and the various applications of randomness.
Randomness is most often used in statistics to signify well-defined statistical properties. Monte Carlo methods, which rely on random input (such as from random number generators or pseudorandom number generators), are important techniques in science, particularly in the field of computational science. By analogy, quasi-Monte Carlo methods use quasi-random number generators.
Random selection, when narrowly associated with a simple random sample, is a method of selecting items (often called units) from a population where the probability of choosing a specific item is the proportion of those items in the population. For example, with a bowl containing just 10 red marbles and 90 blue marbles, a random selection mechanism would choose a red marble with probability 1/10. Note that a random selection mechanism that selected 10 marbles from this bowl would not necessarily result in 1 red and 9 blue. In situations where a population consists of items that are distinguishable, a random selection mechanism requires equal probabilities for any item to be chosen. That is, if the selection process is such that each member of a population, say research subjects, has the same probability of being chosen, then we can say the selection process is random.According to Ramsey theory, pure randomness is impossible, especially for large structures. Mathematician Theodore Motzkin suggested that "while disorder is more probable in general, complete disorder is impossible". Misunderstanding this can lead to numerous conspiracy theories. Cristian S. Calude stated that "given the impossibility of true randomness, the effort is directed towards studying degrees of randomness". It can be proven that there is infinite hierarchy (in terms of quality or strength) of forms of randomness.
Hi,
I am struggling trying to find the (equation of the) pdf of the sum of (what I believe to be) two non-central chi-squared random variables.
The formula given on wikipedia (http://en.wikipedia.org/wiki/Noncentral_chi-squared_distribution) shows that the random variable associated with...
Homework Statement
Two RVs X1 and X2 are continuous and have joint pdf
f_{X_1,X_2}(x_1, x_2) = \begin{cases} x_1+x_2 &\mbox{for } 0 < x_1 < 1; 0 < x_2 < 1
\\
0 & \mbox{ } \text{otherwise}. \end{cases}
Find the pdf of Y = X_1X_2.Homework Equations
I'm using the transformation "shortcut' that...
I'm in a probability theory class and I feel like I'm missing something fundamental between random variables and their distribution functions. I was given the following questions:
1)Let θ be uniformly dist. on [0,1]. For each dist. function F, define G(y) = sup{x:F(x)≤y}. Prove G(θ) has the...
Homework Statement
Let us choose at random a point from the interval (0,1) and let the random variable X_1 be equal to the number which corresponds to that point. Then choose a point at random from the interval (0,x_1), where x_1 is the experimental value of X_1; and let the random variable...
Homework Statement
Homework Equations
Y=1/2*(X1-X3)^2+1/14*(X2+2X4-3X5)^2The Attempt at a Solution
For (a) part, I have only learned to find the moment-generating function of Y, but not finding the p.d.f.
Moreover, the examples I have seen only involves random variables Xi to the power 1, but...
Homework Statement
Let X_1, X_2 have the joint pdf h(x_1, x_2) = 8x_1x_2, 0<x_1<x_2<1 , zero elsewhere. Find the joint pdf of Y_1=X_1/X_2 and Y_2=X_2.
Homework Equations
p_Y(y_1,y_2)=p_X[w_1(y_1,y_2),w_2(y_1,y_2)] where w_i is the inverse of y_1=u_1(x_1,x_2)
The Attempt at a Solution
We can...
the random variable X and Y have a joint PDF given by:
$f_{x,y}(x,y) = \frac{1}{10}$, $(x,y)\in[-1,1] * [-2,2] \cup [1,2] * [-1,1]$
a) find the conditional PDF for $f_{y|x}(x,y)$ and $f_{x|y}(xy)$
and
b) find E[X|Y], E[X] and Var[X|Y]. Use these to calculate var(X)
for part a) I am unsure...
Hi,
Wasn't sure if I should post this to Linear Algebra or here.
My question is really simple:
Can a 2N by 2N random, and Hermitian Matrix ( Hamiltonian ) be always written as:
H = A \otimes I_{2\times 2} + B \otimes \sigma_x + C \otimes \sigma_y + D \otimes \sigma_z
where A,B,C,D are all...
Homework Statement
Three yearly losses.
First: Exponential
Second & Third: Weibull
Losses are independent.
Find the 95% VaR of the min loss
Homework Equations
The Attempt at a Solution
My first thought was:
Let L be total loss, A be first Loss, B be second loss, C be third...
i have a simple enough question
Find the MGF of a continuous random variable with the PDF:
f(x) = 2x, 0<x<1
I understand MGF is calculated as:
$$M(S) = \int_{-\infty}^{+\infty} e^{Sx} f(x)dx$$
which would give me
$$\int_{-\infty}^{+\infty} e^{Sx} 2xdx$$
but how would i compute this...
Suppose I take a random walk on a 2 dimensional square lattice, but this lattice plane has a finite size, e.g. Dx*Dy. I can not cross the boundary, my step length is the lattice cell size, I either go straight or make turns with right angle. Is there any work on this type of random walk?
If...
Dear PH,
Recently I have been trying to determine if a surface is iridescence or not. The most quantitative method to achieve this is to find the maximum reflective peak, this is also highly repeatable and worked well.
The idea is to move a sample at all angles of possible viewing geometry...
Imagine there is a complex system and we are interested in its basic statistical properties, like the stationary probability distribution. For example for a single electron wandering in defected lattice of semiconductor.
Physics offers two basic ways of answering such question:
- from one side...
Hello,
Homework Statement
Suppose we have two boxes, numbered 1 and 2.
Box 1 contains 10 white and 6 numbered red balls, while Box 2 contains 8 white and 12 numbered red balls.
We take out 2 balls from Box 1 and are transferred in Box 2. Then, we choose 1 ball from Box 2.
a) Find the...
Hi,
I'm having a bit of a problem with a probability question. The question is
Let X be a normal random variable with mean \mu and variance \sigma^{2}. Find E[(X -\mu)^{k}] for all k = 1,2,...
I'm not really sure what to do and need some help to confirm how to approach the question...
I want to understand the difference between Completely Randomized Design and Randomized Complete Block Design.
Say for this example how we can categorize?
An experiment is conducted to compare the starting salaries of male and female college graduates who find jobs. Pairs are formed by...
There is a chapter in Feynman Lectures on Physics called The Random Walk(41-4). I understand everything till the paragraph right after equation 41.18. I have no idea what he is trying to say. There is an equation 41.19, which is diff. eq. for object that is forced and is in a environment that...
This is not a homework question but I project I am working on and need someone with more mathematical prowess than myself. I am using a computer program to draw random numbers from two independent distributions, x1 and x2, for two different cases and I want to establish a theoretical...
Hi there,
I have recently come across some data that is supposed to be random, but I don't think it is. I graphed it out and it sure doesn't look random. I also ran a couple of statistical tests such as the runs test, and they all say "not random." Visually, the data looks like a piece of...
The number you have reached is imaginary.
Please rotate your phone 90 degrees
and try again.The package says "Open Here".
What if it said "Open somewhere else"?A polar bear is a rectangular bear
with a coordinate transformation.This is a one-line proof
if we start sufficiently far to the...
Hi all,
I have an all time doubt here. We know that if r.v z = x + y where x and y are 2 random sequences having corresponding pdfs p(x) and p(y), the pdf of z, p(z) = convolution ( p(x),p(y) ). I have seen the derivation for the continuous case although not thorough how to prove it. I...
I need to generate initial conditions for modeling galactic spiral arms.
I start with the following polar equation:
rho = a. / (log (b * tanh (theta / (2 * n))) with a, b and n are parameters to choose from.
to give a thickness along the curve for the generated points, I did the...
I was looking out for dedicated true random number generators and was surprised that there seem to be only very few around on the market. Anyone has experience here?
Hi there,
In Office Excel 2013 -
If I make a list of five statements, each in a separate cell but within the same column, in another cell how can I get Excel to randomly select three of those statements? Not sure how to write the =RAND() equation.
Any help will be much appreciated,
Stevie
Are they always independent from each other so that you can multiply their E[X] together to form another E[X] with the same distribution and pmf or pdf?
Hi,
I'm an economics graduate student doing some work on a nested logit model.
I am trying to generate random variables that follow the following CDF:
F(x_1, x_2) =\textrm{exp}[ -(e^{-2x_1}+e^{-2x_2}) ^{1/2}]
(This is an extreme-value distribution)
With a single random variable, I...
I think I just had the weirdest dinner ever. My wife invited her secretary and the secretary's girlfriend to dinner, and of course made me go with her. The only thing I knew before showing up to dinner is that her name was Kelsey. Well, we showed up early and sat at the table. My wife left...
Homework Statement
Given a sequence of independent random variables {X_n}, each one with distribution Exp(1). Show that Y_n = \displaystyle\frac{X_n}{\log(n)} with n \geq 2 converges to 0 in probability but it doesn't coverges almost surely to 0.
Homework Equations
Density for each X_n...
Homework Statement
Given X=ZU+Y
where
(i) U,X,Y, and Z are random variables
(ii) U~N(0,1)
(iii) U is independent of Z and Y
(iv) f(z) = \frac{3}{4} z2 if 1 \leq z \leq 2 , f(z)=0 otherwise
(v) fY|Z=z(y) = ze-zy (i.e. Y depends conditionally on...
Homework Statement
A man wants to travel to four cities (A,B,C,D) but he has such a bad memory that he can't remember the cities that visited, therefore, if he travel to city A he can choose between (B,C,D) and if he then travel to B he can choose between (A,C,D).
Find v, If v it's the...
Hi all,
I would like to find the distribution (CDF or PDF) of a random variable Y, which is written as
Y=X_1*X_2*...X_N/(X_1+X_2+...X_N)^N.
X_1, X_2,...X_N are N i.i.d. random variables and we know they have the same PDF f_X(x).
I know this can be solved by change of variables technique and...
I am trying to learn MATLAB with MIT OCW and I am running into some trouble.
It says as an assignment:
c. cMat = a 10x10 matrix where the vector 1:100 runs down the columns (use reshape).
so
1 11 21...91
2....92
. .....
10...100
is the matrix I am trying to make and another...
hello!
I'm trying to understand the following property:
Let X and Y be independent random variables z: = X + Y. Then
http://imageshack.us/a/img268/9228/71pe.png
where fZ (z) is the probability mass function for a discrete random variable defined as follows...
Human being's can't take exact random samples from continuous distributions like the uniform distribution on [0,1].
If we attempt to make measurements of physical pheonomena, we are limited to finite precision. Hence it isn't possible do empirical tests of properties involving exact sample...
I have a queueing system.
The probability Generating Function of the number of packets in the queue (queue length) is given by
Q_G(z)=\frac{e^{\lambda T(z-1)}(1-z^{-1})(1-\lambda T)}{1-z^{-1}e^{\lambda T(z-1)}}.
I need to find the PGF of a conditional quantity.
X=(Q_G|Q_G>0)
i.e. to say in...
If X is a continuous random variable and g is a continuous function
defined on X (Ω), then Y = g(X ) is a continuous random variable.
Prove or disprove it.
If X is a random variable distributed uniformly in [0, Y], where Y is geometric with mean alpha.
i) Is this definition valid for uniform distribution ?
ii) If it is valid, what is the pdf of the transformation Y-X?
Given that an Poisson arrival has occurred in an interval [0,t], where t is geometric with mean (alpha).
Is it true that the arrival instant is uniform in [0,t]?
In the Cosmic Landscape, Susskind writes:
My question is if subatomic movements are random then does the conservation of momentum law break down at the quantum level? My hunch is yes. The conservation laws only apply at the classical level. Some people say that Noether's Theorem proves...
Hi all!
I have no application in mind for the following question but it find it curious to think about:
Say that we have a square matrix where the sum of the elements in each row and each column is zero. Clearly such a matrix is singular. Suppose that no row or column of the matrix is the...
I'm having a bit of a problem proving the second condition for a martingale, the discrete time branching process Z(n)=X(n)/m^n, where m is the mean number of offspring per individual and X(n) is the size of the nth generation.
I have E[z(n)]=E[x(n)]/m^n=m^n/m^n (from definition E[X^n]=m^n) =...
the random variables X1,X2... are independent and they take 0 and 1 values and they have expected value 0
if we have Y=X1+X2+...+Xn and Z=X1+X2+...+Xn+Xn+1 what is the ρ(Y,Z) for n=46
i know that ρ(Y,Z)=cov(Y,Z)/(sqrt(var(Y)*sqrt(var(Z)) but i need some help on how to find the cov and vars...
Hi,
Let's say I'm given X and Y identical independant continuous random variables.
We pose Z =X/Y, I remember there is a way to find the density function of Z, altough I can't get to remember how to do it and my probability book is out of town.(And I'm not so sure what to look for in google)...
I'm looking for an analytical solution to a very simple problem I've come across.
Start with a circle of radius a. Now place n points at random positions inside this circle. Can you calculate the expectation value for the mean distance between the points?
For the sake of argument can you...
I'm thinking about how to do a proof that a computer cannot generate a truly random number.
Attempt. Let Ω = {ω1, ω2, ..., ωn}, a subset of ℝ, be all the numbers represented on a certain machine. A random number generator rand(), because its output is dependent on how many times it has been...
Hi all, I'm trying to self-learn about chaos, fractal, or anything that correspondence to random analysis (maybe with some material from statistical physics). Anyone know what the best textbook for these fields?