Random Definition and 1000 Threads

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.

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  1. O

    Random choosing of objects from a Normal distribution

    Let's say I have a very large number of objects with some property which is Normally distributed. If I choose a subset of these objects randomly, will those objects have the property Normally distributed too? If the answer is yes, can it be proven? Thanks
  2. M

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    Generating a Random Number from an array for a blackjack simulator--Matlab I have a homework problem where I have to generate a single hand of blackjack to a player and allow the player to hit or hold. I'm ahving trouble generating the random card. My attempt: x =...
  3. M

    PMF for the sum of random variables

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  4. V

    CDF of a function of 2 random variables

    Homework Statement Two toys are started at the same time each with a different battery. The first battery has a lifetime that is exponentially distributed with mean 100 min; the second battery has a lifetime that is Rayleigh-distributed with a mean 100 minutes. a) Find the CDF to the time...
  5. S

    Mean of a square of a random variable

    Homework Statement If Z has a standard gaussian distribution then what is the distribution of Z2 and what is its mean? The Attempt at a Solution Let T = Z2 Then we can get that pdf T = e-T/2(1+1/T) x (1/√(2∏T) I am not sure if this is correct and don't know how to find the...
  6. M

    PMF of Y for Exponential Random Variable

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  7. M

    How to correct for random measurement error?

    I am building an iPhone app where the iPhone is just going to sit on my desk measuring the distance to Earth's core. I will build a calibration function into my app to reduce the variation in the estimate. How, then, should I go about calibrating it?
  8. G

    The inverse of uniform random variable

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  9. W

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  10. X

    Diffusion coefficient in diffusion equation and random walk ?

    Hi all: Now I have a question about the concept of diffusion coefficient in two cases: the diffusion equation (J=DdT/dx) and the random walk (tao^2=6Dt). My quesion is the two D in two equations are the same or different. If they are different, is there any relationship between them? Best Xu
  11. P

    Schroedinger equation and random walks

    I have a masters degree in probability and statistics but am new to quantum physics. I have been reading an elementary text about the Schroedinger equation and I keep thinking that the Heisenberg Uncertainty Principle could emerge from a random walk that has the characteristic that as the...
  12. M

    Q function (gaussian random variable)

    For X ~ N(μ, σ), what is P[|X-μ] < σ] in terms of the Q function? I know that P[|X-μ] < σ] can be decomposed into P[X > -σ + μ] + P[X < σ + μ] I'm not sure what to do next. i know P[X < σ + μ] can be expressed as 1 - phi(σ + μ - μ / σ) = Q(1), but I'm not sure how to approach P[X > -σ + μ]. I...
  13. M

    Probability of X being greater than Y for independent uniform variables

    Let X and Y be independent and uniform on {1, 2, ... M} Find P(X > Y) so i know that P(X = x) = 1/M and P(Y = y) = 1/M i don't understand how Find P(X > Y) = (M+1)/2M
  14. H

    Generating random characters from strings

    Homework Statement Write a program that takes a positive integer N and a string as command line arguments (N is assumed to be smaller than the length of the string). The program should pick N random characters from the string and construct and print a new string composed of these random...
  15. G

    Convergence in probability of the sum of two random variables

    Homework Statement X, Y, (X_n)_{n>0} \text{ and } (Y_n)_{n>0} are random variables. Show that if X_n \xrightarrow{\text{P}} X and Y_n \xrightarrow{\text{P}} Y then X_n + Y_n \xrightarrow{\text{P}} X + Y Homework Equations If X_n \xrightarrow{\text{P}} X then...
  16. M

    Why my random experiment has a log normal distribution?

    Hi, I am confused with the results of a seemingly simple simulation that is generating a log normally distributed output. Please see the attached results file. Simulation: I have built a Scratch program that randomly picks six letters from a group of six letters (A, B, C, D, E & E). The...
  17. M

    Normally distributed random variable and probability

    Homework Statement The top-selling Red and Voss tire is rated 60000 miles, which means nothing. In fact, the distance the tires can run until wear-out is a normally distributed random variable with a mean of 70000 miles and a standard deviation of 5000 miles. A: What is the probability that...
  18. H

    Independent random varables with common expectation and variance

    Homework Statement Suppose X1 , X2 , . . . , Xn are independent random variables, with common expectation μ and variance σ^2 . Let Sn = X1 + X2 + · · · + Xn . Find the variance of Sn. The attempt at a solution Expected value: E[S_n] = n E[X_i] = n\mu \hspace{10 cm} (1)...
  19. S

    Statistics: Proofs and Problems for Random Variables and their Distributions

    Homework Statement Before I get started here I have one really quick basic question: Lets say I want the probability that an survives two hours, and that the probability an engine will fail in any given hour is .02. Then I can get 1 - .02 - .98(.02) = .9604. This is found by a geometric...
  20. K

    Random function coupled to a non-random function question.

    Hello and thank you in advance for anyone taking time to respond. I working on formulating a theory for elastodynamics, but my statistics is admittedly weak. I'm trying to find a relationship between a non random function and a random function, for example, the covariance. <A(x)B(y)>=some...
  21. P

    Random variable, expected value,Variance

    Hi. I choose randomly a one word, and I decided to choose a word blue. Let random variable x be a length of the word blue. What is expected value and variance of a word blue? So, random variable x = 4. E(X) = Ʃ xi fX(xi) i:xi∈S x1 + x2 + x3 + x4 = 10. expected value =...
  22. I

    Find Density Functions of X, Y, Z Variates

    The random variable X assumes the values 1,2,3 and 4 with equal probability. Find the density functions of the following variates: Attempted solutions: X 1 2 3 4 Pr(X) 1/4 1/4 1/4 1/4 a) Y=1-2X Y -1 -3 -5 -7 Pr(Y) 1/4 1/4 1/4 1/4 b) Z= X/(X+1) Z...
  23. X

    Random Question about designing parts

    Hello all! So if I wanted to make and order a part to a device I am designing, where would I go to do that? I know this may seem like a weird question but here is my situation. My brother has two graphics cards in his computer and there is a VERY thin space between them, and because of that...
  24. I

    What are the Probability Densities for Discrete Random Variable Z?

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  25. J

    When photons hit metals, does the electron created go in a random direction?

    Some metals generate electrons when photons hit them, If so then what direction will the electron go into, will it be random and the uncertainty principle and quantum randomness. Or will it go in a direction relative to the point of impact from the photon, So if you shot a photon at an atom...
  26. H

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    Ok, since nobody answered my last problem, I simplify. :) Let Z = γ1X1 + γ2X2, where the gammas are just constants p(Z) = exp(Z)/(1 + exp(Z)) X1 and X2 are bivariate normal and put Y = α + β1X1 + β2X2 + ε where ε ~ N(0,σ). Now, we want to find f(p(Z)|X1,Y). In this case, is it legal...
  27. R

    Distribution of Difference of 2 2nd Degree Non-Central Chi Squared RVs

    Distribution of difference of two second degree non central chi squared random variables. This problem can be cast as an indefinite quadratic form for which there are a number of general numerical techniques to determine the CDF. Alternatively, it may be written as a linear combination of...
  28. M

    Difficult random walk modeling

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  29. L

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    Homework Statement Let f(x,y) = e^(-x-y), 0<x< infinity, 0<y<infinity, zero elsewhere, be the pdf of X and Y. Then if Z = X + Y, compute P(Z<=0), P(Z,<=6), and, more generally P(Z<=z), for 0<z<infinity. What is the pdf of Z? Homework Equations P(x,y) = ∫∫(f(x,y) dxdy The Attempt...
  30. A

    Clarifying the Use of 'Try to Imagine' vs. 'Try Imagining

    I know this probably isn't the best place to ask this question but here goes anyways lol What's wrong with the next sentence/ "What do you feel when you see a smoke detector? Do you ever feel like an astronaut? No? Well, the next time you see one, try to imagine that it's part of your...
  31. X

    Statistics question Continous Random Variables

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  32. J

    Probabilities of Random Guessing

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  33. S

    A question in random variables and random processes

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  34. Barnak

    Random angles on the interval [0, 2Pi]

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  35. J

    Do particles really emerge from the vacuum at random?

    Everyone knows that particle-antiparticle pairs are supposed to be able to spontaneously pop into existence from "nothing", exist whilst the uncertainty principle allows it, then recombine and annihilate. Is it really spontaneous though, or has any thought been given towards whether this is...
  36. C

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  37. S

    Conditional PDF with multiple random variables

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  38. S

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  39. S

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  40. C

    Expected values for random variables

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  41. D

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  42. G

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  43. E

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  44. R

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  45. T

    Why Do Lines 3 and 4 Equate in Random Walk Probability Calculations?

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  46. R

    Joint probability for an infinite number of random variables,

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  47. J

    Let X be a continuous random variable. What value of b minimizes E (|X-b|)? Giv

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  48. J

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  49. C

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  50. T

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