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.
Problem statement: Define the random process X(t) = C where C is uniform over [-5,5].
a) Sketch a few sample realizations
I need reassurance that if I do a a few sample realizations of this random process they are all going to look the same. They are going to be an horizontal line with...
Hello. I have a problem with probability theory task.
The task is:
X and Y is independent random variables with same density function fx=fy=f. What will be probability of P(X>Y).
This P(X>Y) reminds me a cdf: P(X>Y)=1-P(X<Y)=1-cdf of X.
Cdf of x is equal to integral ∫f dx from -inf to...
Random walk or binomial??
Statement:
A drunk person wonders aimlessly along a path by going forward 1 step and backward 1 step with equal probabilities of ½. After 10 steps,
a) what is the probability that he has moved 2 steps forward?
b) What is the probability that he will make it to his...
Statement:
A drunk person wonders aimlessly along a path by going forward 1 step and backward 1 step with equal probabilities of ½. After 10 steps,
a) what is the probability that he has moved 2 steps forward?
b) What is the probability that he will make it to his front door within 20 steps...
Hello all,
I have the following continuous-time random process:
v(t)=\sum_{k=0}^{K-1}\alpha_k(t)d_k+w(t)
where d_k are i.i.d. random variables with zero mean and variance 1, alpha_k(t) is given, and w(t) is additive white Gaussian process of zero-mean and variance N_0.
Can we say...
Let x(1),...,x(N) all be independent uniformally distributed variables defined on (0,1), i.e. (x(1),...,x(N)) - U(0,1). Define the random variable y(i) = x(i)/(x(1)+...+x(N)) for all i=1,...,N. I’m looking for the pdf of the random variables y(1),…,y(N). Has anyone come across such random...
Problem: Suppose that $X \text{ ~ Exp}(\lambda)$ and denote its distribution function by $F$. What is the distribution of $Y=F(X)$?
My attempt: First off, I'm assuming this is asking for the CDF of $Y$. Sometimes it's not clear what terminology refers to the PDF or the CDF for me.
$P[Y \le y]=...
This is something that when I see the work done it makes sense, but I find it difficult to do myself. I'm also aware there is an explicit formula for doing this but that involves Jacobians and a well-defined inverse, so I think it's more intuitive to do it step-by-step.
Problem: Suppose $X...
Professor Roberto has to take an oral examination. The grading scale is as follows: 5: = best and 1: = worst. At most he only gives the note 4. Each student under review is questioned if he is a Lakers fan. The student's grade is based on his answer (is a fan / not a fan) and on the language in...
Homework Statement
We have two independent, exponentially distributed random variables X and Y (with parameter a).
Z = X/(X+Y)
What is Z:s distributon function?
Homework Equations
The Attempt at a Solution
I think I need some intuition to what I'm really doing with these, I'm having a...
Homework Statement
X is uniformly distributed over [-1,1]. Compute the density function f(y) of Y = 2X2 + 1.
Homework Equations
The Attempt at a Solution
FY(Y) = P(Y < y) = P(2X2 + 1 < y) = P(X < +\sqrt{1/2(y-1)} = FX(+\sqrt{1/2(y-1)})
We have that f(x) = 0.5 for -1 < x <...
Homework Statement
Find correlation between random variables x and y in the following:
$$P_{x,y}(x,y)=A \ xy \ e^{-(x^2)}e^{-\frac{y^2}{2}}u(x)u(y)$$
Homework Equations
The co-variance ##\sigma_{xy}=\overline{(x-\bar{x})(y-\bar{y})}## or ##\sigma_{xy}=\overline{xy}-\bar{x}\bar{y}##...
I didn't post this in the probability section cause the questions I have are more regarded to communication system engineering.
I haven't actually been able to wrap my head around these concepts mainly cause all the study material I use have these really ambiguous explanations of each...
In order to help with server load, we are splitting up the larger threads.
This is a continuation of the original Random Thoughts thread located here
https://www.physicsforums.com/showthread.php?t=338126
Hi everyone,
I have the following exercise.
Fx(x)=0, x<-1 or x>1
Fx(x)=1/2, x=[-1;1]
g(x)=x^2+1 --- this is the function of random variable
I must calculate Fy which is the sum of solutions of g(xk)=y , Fy(y)=sumFx(xk)/|g`(xk)|
g(x) is bijective on [-1;1]
y=x^2+1=> x=+sqrt(y-1) or x=-sqrt(y-1)...
Dear all,
I don't understand why the Cosmic Microwave Background's angular distribution is considered to to a Gaussian random field initially.
The rest of the analysis is roughly clear to me, COBE/WMAP/PLANCK measure the CMB Photons and show the temperature fluctuations w.r.t. the mean...
I learned that random errors cannot be controlled and cannot be eliminated but only be reduced (averaging allows a result that is below the accepted answer to be accounted for by another result that is higher than the accepted result) and so it would cause bad precision. While systematic errors...
Hi Everyone!
I have two normally distributed random variables. One on the x axis, the other on the y axis, like a complex normal random variable. I'm trying to find the pdf of the angle between a fixed point on the x-y plane(let's say point 1,0) and the vector formed by combining the two...
Hello i have a question about Random Signal Processing and the frequency domain. If i understand correctly one cannot use the Fourier transform to represent a stochastic process in the frequency domain. What is therefore used is the Power Spectral Density:
S_X(f)=F\{R_X(\tau)\}
Were F...
Homework Statement
Give a method for generating a random variable with distribution function
F(x) = 1/2(x+x^{2})
0<x<1
The Attempt at a Solution
From what i can tell i am supposed to do something like:
Let U be a uniformly distributed random variable over (0,1).
U =...
The cumulative distribution function of a continuous random variable is given
as follows:
0 0
( ) 0 5
5
1 5
X
if x
x
F x if x
x
a. Determine and name the density function of . [02]
b. Use both and ( ) X F x to find P(X 3) . [05]
c. Find the variance of ...
Oke this is a simple question but it has me a bit stumped.
Given a random variable X with a uniform probability distribution between [0,2].
What is the probability distribution function (pdf) of X^2 ?
Homework Statement
Let X and Y have the joint probability density function f(x,y)=k(1-y), if 0<x<y<1 and 0 elsewhere.
a)Find the value of k that makes this pdf valid.
b) Find P(X<3/4,Y>1/2)
c) Find the marginal density function of X and Y
d) Find the expected value and variance of X and...
Homework Statement
The joint PDF (probability density function) ##p_{X,Y}(x,y)## of two continuous random variables by:
$$ p_{X,Y}= Axy e^{-(x^2)}e^{\frac{-y^2}{2}}u(x)u(y)$$
a) find A
b) Find ##p_X (x), \ p_{y}, \ p_{X|Y}(x|y), and \ p_{Y|X}(y|x)##
Homework Equations
The first...
f(x)=1, θ-1/2 ≤ x ≤ θ+1/2
Given that Z=(b-a)(x-θ)+(1/2)(a+b) how would you show that Z has a continuous uniform distribution over the interval (a,b)?
Any help would be much appreciated.
Homework Statement
X is a normal random variable with mean 1, variance 4.
1. Find P( X(X-1) > 2 )
2. Find a value 'a' for which P(|X| > a ) = .25
The Attempt at a Solution
I had no idea how to start 1.
For 2, i got this far then got stuck:
P(|X| > a) = 1 - P((X-1)/2 <=...
Homework Statement
Consider a random walk on a circle of N points, labeled {0,1,...,N-1}. Let the initial state be X = 0 and define T to be the first time all points have been visited at least once. Show that the distribution of X[T] (i.e. last unique position visited) is uniform over...
How does one go about dealing with a linear differential equation with random but constant coefficients (e.g. X''(t) + A*X'(t) + B*X(t) = 0 where A and B are random variables, but are constant with time)? I've searched for things like random differential equations and stochastic differential...
I have a query on a Random process derived from Markov process. I have stuck in this problem for more than 2 weeks.
Let r(t) be a finite-state Markov jump process described by
\begin{alignat*}{1}
\lim_{dt\rightarrow 0}\frac{Pr\{r(t+dt)=j/r(t)=i\}}{dt} & =q_{ij}
\end{alignat*}
when i \ne...
Three cards are randomly selected, without replacement, from a deck of 32. (without King of spades, Jack of hearts, jack of spades and queen of clubs)
Find the probability
a) That the cards are without spades and of choosing at least one ace
b) of choosing the same suit and there are no face...
First of, I apologize for the vague title, I didn't know how to summarize this issue.
Homework Statement
Suppose that the interest rate obtained in month i is a random variable
Ri with the uniform distribution on [0.01, 0.03], where R1,R2, . . . are independent.
A capital of 1 unit...
I've been using this MATLAB function a guy gave me to crunch numbers on some EEG data from patients. If you have any idea what it does, let me know. From what I can tell it's somehow using random numbers to calculate the probability of getting certain power values? He doesn't comment his code...
Hello,
I looking for some advice for a simulation. I know that when an electric car arrives at a destination there is a 70% chance that a charging point will be available. I'm building a model that models electric car journeys. When a car arrives at a destination would I simulate a random...
Problem Given:
Scientists estimate that the flow southward of the North Atlantic deep-water current is 10 Sverdrups.
(A Sverdrup is 1 million meters3 per second)
If the volume of the Atlantic Ocean is 3.24 X 1017 meters3, how many years would be required for the entire Atlantic Ocean to...
Homework Statement
A trial consists of throwing two dice. The result is counted as successful if the sum of
the outcomes is 12. What is the probability that the number of successes in 36 such trials
is greater than one? What is this probability if we approximate its value using the Poisson...
Can someone tell me why this random function is not random? I copied it exactly from my textbook, however, it only generates a "3", rather than a random number (1, 2, or 3).
int randomMove ()//generates a random move for player 2
{
int x = rand () % 3 + 1;
return x;
}
int...
Hi everybody,
i didn't wanted to create two separate threads so merged them into one.
i got confused watching Brian Green explaining QM on one of his shows.
He compared distribution in double slit experiments with throwing a ball on a roulette.
He said that casino doesn't have to know...
Spice
http://www.kia-glitz.com/wp-content/uploads/2012/12/Spice-Watching.jpg
Staring wistfully out the window into the night
http://www.kia-glitz.com/wp-content/uploads/2012/12/Spice-CloseUp2.jpg
Isn’t he just adorable?
Pepper...
In the page that I attached, it says "...while at the continuity points x of F_x (i.e., x \not= 0), lim F_{X_n}(x) = F_X(x)." But we know that the graph of F_X(x) is a straight line y=0, with only x=0 at y=1, right? But then all the points to the right of zero should not be equal to the limit of...
1. In scanning electron microscopy photography, a specimen is placed in a
vacuum chamber and scanned by an electron beam. Secondary electrons
emitted from the specimen are collected by a detector and an image is
displayed on a cathode-ray tube. This image is photographed. In the past
a 4- ...
Homework Statement
A binary information source produces 0 and 1 with equal probability. The output of the source, denoted as X, is transmitted via an additive white Gaussian noise (AWGN) channel. The output of the channel, denoted as Y, satisfies Y = X + N, where the random noise N has the...
Fortran's Random numbers!
Hi everyone!
I have a doubt about random numbers on Fortran: how does the computer choose random numbers? Why don't they change each time I run the programme? Are they really random then?
Thanks!
Hello everyone!
I'm looking at the following random variables:
$Z_1$ is normally distributed with zero mean and variance $\sigma _1 ^2$
$Z_2$ is normally distributed with zero mean and variance $\sigma _2 ^2$
$B$ is Bernoulli with probability of success $p$.
$X$ is a random variable that...
I have a non-increasing sequence of random variables \{Y_n\} which is bounded below by a constant c, \forall \omega \in \Omega. i.e \forall \omega \in \Omega, Y_n \geq c, \forall n. Is it true that the sequence will converge to c almost surely?
Thanks
Classify the following as discrete or continuous random variables.
(A) The number of people in India
(B) The time it takes to overhaul an engine
(C) The blood pressures of patients admitted to a hospital in one day
(D) The length of a centipede
Hey guys, I need to fill up a box with uniformly distributed set of non-overlapping spheres. This is quite easy to do numerically. I was wondering what is expectation value for the asymptotic volume fraction of the spheres.
Suppose I have a big box with side L, and spheres with radius R<<L. I...
Consider continuous function x(t), which has zero time average:
\lim_{T\rightarrow\infty}\frac{1}{T}\int_{-T/2}^{T/2} x(t)\,dt = 0
and exponentially decaying autocorrelation function:
\lim_{T\rightarrow\infty}\frac{1}{T}\int_{-T/2}^{T/2} x(t)x(t-\tau)\,dt = C_0e^{-\gamma |\tau|}...
I have the random process:
Sequence 1: 0 0 1 0 0 1 0 0 1 0 0 1 0 0 1 ...
Sequence 2: 1 0 0 1 0 0 1 0 0 1 0 0 1 0 0 ...
Sequence 3: 0 1 0 0 1 0 0 1 0 0 1 0 0 1 0 ...
where let nature choose one of these sequences at random with equal probability 1/3.
Can we say anything about this...
Hey! I am studying group theory for particle physicists right now and I came across the following general question (Tell me if you think this rather belongs to the homework section, I am new here.)
Say I am given a set of matrices which represent the generators of an algebra, but I don't know...
I choose a random number p_1 \in [0,1) and a subsequent series of (increasingly smaller) random numbers p_i \in [0, p_{i-1}). Then I can calculate the sum \sum_{i=1}^\infty p_i. Naturally, this sum is dependent on the random numbers chosen, so its particular result is not very insightful...