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.
Hello,
How do we interpret the fact that a random variable can have no mean? For example the Cauchy distribution, which arises from the ratio of two standard normal distributions.
I seek intuitive explanations or visualisations to understand math "facts" better.
I am trying to create 2 list of random numbers of the same length
The 1st list random list i can do
RandomIntegerRandomInteger[{1, 7}, 10]
to get {6, 5, 4, 7, 2, 1, 5, 5, 2, 6}
the 2nd list however i want 10 numbers from 1-30 that are all different and in order,
what do i need to add to...
Hi. I'm being asked to generate a random number either 0 or 1 and then to randomly allocate this 0 or 1 to one of 100 groups, and then to repeat this many (a million) times.
So... I can easily generate randomly either a 0 or 1 by randint(1), but how do I randomly allocate this to 1 of 100...
Suppose X and Y are independent Poisson random variables, each with mean 1, obtain
i) P(X+Y)=4
ii)E[(X+Y)^2]
I m trying to solve this problem but have difficulty starting ... If some one could give me a some pointers
Question :
Random variate X follows a normal distribution with mean 0 and variance 1 i.e.X~N(0,1). Given Y = 2X + 4, find
i) E[Y]
ii) Var(Y)
iii) E[X^3]
Solution:
here E[X'] = 0 and V(X) = 1
i) E[Y] = E[2X+4] = 4 [Is this correct]
ii) Var(Y) = E[Y2] - [E(Y)]2
=E[Y2] -16...
Suppose that a person chooses a letter at random from "RESERVE"
Question :
Suppose that a person chooses a letter at random from "RESERVE" and then chooses one at random from "VERTICAL" . Find the probability that the same letter is choosen.
Solution:
Probability of choosing letter from...
Here's my dillemma:
I'm writing up a spreadsheet where we have 100 passengers on a plane. Excel randomly generates their assigned seat, and the seat they end up taking. But the problem is, I need to make it so that Excel does not generate the same number twice.
Question :
Let xi, where i = 1,2,3,..,100 be indepenedent random variables, each with a uniformly distributed over (0,1) . Using the central Limit theorem , obtain the probability
P( <summation> xi > 50)
Let Xi, i=1,...,10, be independent random variables, each uniformly distributed over (0, 1). Calculate an approximation to P(\sumXi > 6)
Solution
E(x) = 1/2
and
Var(X) = 1/12
[How should is calulate the approxmiate ]
Hi everyone, here's a probability problem that seems really counter-intuitive to me:
Find four random variables taking values in {-1, 1} such that any three are independent but all four are not. Hint: consider products of independent random variables.
My thoughts:
From a set perspective...
Homework Statement
I am trying to work out how to find the distribution function F_{Y} of Y, a random variable given the distribution function F_{X} of X and the way that Y is defined given X (see below).
Any pointers to get me started would be brilliant. I have done a similar question to...
Homework Statement
The Langevin equation for the Ornstein-Uhlenbeck process is
\dot{x} = -\kappa x(t) + \eta (t)
where the noise \eta has azero mean and variance <\eta (t)\eta (t')> = 2D(t-t')\delta with D \equiv kT/M\gamma. Assume the process was started at t0 = - \infty. Using...
Problem: Consider a random sample n from a population with probability distribution f(x,p) that depends on parameter p. Find the maximum likelihood estimator for p when
f(x,p) = p^x (1-p)^1-x for x=0,1
we know that, if, for example, the variable X has a probability distribution f and that the variable Y has a probability distribution g, and both are independent then the variable Z=X+Y has a distribution f*g, where " * " stands for convolution. if Z=XY then the probability distribution of Z is...
Hi, everybody.
My problem is about Probability and Random Process.
i can't understand the probability density function of sum of two random variables and function of product of two random variables.
Here is my question with a part of a solution:
how can i find these problems solutions and...
Homework Statement
1. Let X , Y and Z be independent random variables, uniformly distributed on the interval
from 0 to 1. Use Theorem 3.8.1 twice to find the pdf of W = X + Y + Z .
Thm. 3.8.1 States: If X & Y are continuous random varibles wth pdfs fx(x) and fy(y), respectively then...
Homework Statement
Let us define the following random walk:
Start with a randomly chosen (with uniform probability) unit vector (with respect to the usual Euclidean norm) in \mathbb{R}^n and call it x^{(0)}. Now, x^{(t+1)} is generated from x^{(t)} in the following manner - randomly and...
Homework Statement
The expectation value of the sum of two random variables is given as:
\langle x + y \rangle = \langle x \rangle + \langel y \rangle
My textbook provides the following derivation of this relationship.
Suppose that we have two random variables, x and y. Let p_{ij}...
Homework Statement
Show that the function defined by f(x,y,z,u) = 24*(1+x+y+z+u)^(-5) for x,y,z,u>0 and f=0 elsewhere is a joint density function.
Find P(X>Y>Z>U) and P(X+Y+Z+U>=1).
Homework Equations
distribution function = quadruple integral from 0 to x (or y or z or u) here of the...
I've sent a few emails to someone, and in their reply in my inbox, the email address would show up in the From column. But in their latest reply, their full name showed up. Why is that? I didn't add them as a contact either.
Hello
I am trying to find an analytic expression for the probability that a particle will have passed a position x after a time t.
It is a 1D random walk, the probability distribution after time t that a particle will end at position x is given by a gaussian, but I need to know how many...
Homework Statement
Consider the following random walk on the integers:
\mathbb{S}=\{0, 1, 2, 3, ... , L\}
Let Wn = {the state k \in\mathbb{S} you are in after the n'th transition}
\mathbb{P}[W_{n+1}= k \pm 1 | W_{n} = k] = \frac{1}_{2}
For \ 1\leq k\leq L-1
Otherwise...
Since current is charge flowing in a circuit, I was thinking this silly :P thought.
If you are holding a charged object in your hand and you spin your hand in circular motion. Is there a current?
also...
If you setup a simple circuit with a DC in shape of a circuit.
edit: you are right...
I'm trying to program a java simulation of some particles in a box. Anyways I want to initialize the particles with random velocities such that on average they're distributed around some velocity.
To do this I was thinking about using the nextGaussian() method.
Anyways I was initializing...
Let x_1, x_2, ..., x_n be identically distributed independent random variables, taking values in (1, 2). If y = x_1/(x_1 + ... + x_n), then what is the expectation of y?
Hello,
Is it possible for this to be... ?
Could it be that the whole universe will eventually become so full of super massive black holes, that they all draw in together under their combined gravity, and the universe will eventually collapse into a single point, where another big bang occurs...
Hello Everyone,
Im new to this forum and would like to learn more about randomness and probability.
I would like to know how I would be able to develop an algorithm (as a function of time) in order for a specific string of characters be known.
Are there any hints for me to start with...
Homework Statement
Let X be an RV of the continuous type, and let Y=g(X) be defined as g(x)=1 if x>0, and =-1 if x<=0. Find the distribution of Y.
Homework Equations
P(Y <= y) = P(X belongs to g^(-1)(-inf, y])
The Attempt at a Solution
I'm really not too sure what to do here so...
Homework Statement
X1, X2, X3 are three random variable with uniform distribution at [0 1]. Solve the PDF of Z=X1+X2+X3.
Homework Equations
The Attempt at a Solution
PDF of Z, f_z=\int\intf_x1(z-x2-x3)*f_x2*f_x3 dx2 dx3
I saw the answer at http://eom.springer.de/U/u095240.htm, but I cannot...
Homework Statement
Suppose X has an exponential with parameter L and Y=X^(1/a).
Find the density function of Y. This is the Weibull distribution
Homework Equations
The Attempt at a Solution
X~exponential (L) => fx(s)= Le^(-Ls)
Fx(s)=P(X<s) = 1-e^(-Ls)...
Hi, I'm trying to read into CTRW, but I'm finding the information online a little difficult to take in. From what I've read the process differs from normal random walks in that jumps take place after some waiting time \tau, which can be from 0<\tau<\infty. Would I also be right in saying that...
Homework Statement
I was given three plots of solutions for a forced exponential diffeq: y'[t]+1.85 y[t]=0.7t^2
with starter values on y[0] equal to -6, 0,and +7
The three plots eventually merge, how do I give the formula for this parabola?
Homework Equations
E^(-r t)...
I was given three plots of solutions for a forced exponential diffeq: y'[t]+1.85 y[t]=0.7t^2
with starter values on y[0] equal to -6, 0,and +7
The three plots eventually merge, how do I give the formula for this parabola?
So I want to know if these are true or false, if false why are they
A geodesic is a path between two points in spacetime that maximizes the invariant
distance ds2.
A massive particle's rest mass increases with velocity.
If I re a laser beam in the general direction of a black hole...
Hi, I have a problem
(1) where I need to compute the ratio of probabilities of hitting and stopping at a positive vertical barrier x vs hitting and stopping at a negative horizontal barrier y after starting from (0,0).
I feel that by symmetry, the answer to this would be the same as...
Hi
1) Suppose that it is known that in a certain large population,10%of is is colourblind. If a random sample of 25 people is drawn from the population, find the probability that exactly 8 of them are colourblind.
My Take: is to use the Poisson Probability: f(x)= (e^-\lambda)* \lambda x/x...
Homework Statement
Let X and Y be jointly absolutely continuous Random Variables. Suppose X~Exponential(2) and that P(Y>5|X=x)=e-3x. Compute p(Y>5).Homework Equations
X~Exponential(2) means that its a exponential distribution integrated from -inf to inf, then sub lambda as 2.
The Attempt at...
Homework Statement
Let X have mean u and variance s^2. Find the mean and the variance of Y=[(X-u)/s]Homework Equations
The Mean is linearThe Attempt at a Solution
I thought to just plug in the mean of X anywhere i saw it in Y so mean of Y would be 0
and then for the variance I was kind of...
Homework Statement
H = X + Y
where X and Y are two continuous, dependent random variables.
The Joint PDF f(x,y) is continuous.
All the literature that I have looked at concerning this matter have dealt with the convolution of two independent random variables.
Homework Equations
All I know...
Homework Statement
Let X~Bernoulli(θ) and Y~Geometric(θ), with X and Y independent. Let Z=X+Y. What is the probability function of Z?
Homework Equations
The Attempt at a Solution
I am getting
PX(1) = θ
PX(0) = 1-θ
PX(x) = 0 otherwise
pY(y) = θ(1-θ)^y for y >= 0...
Homework Statement
Generate Geometric RV with Porbabilty of succcess 0.1 using only rand()
Homework Equations
rand()
geometric rv P=(1-p)^(k-1) * p where p=0.1, k is number of trial in which we get 1st success
The Attempt at a Solution
rand(n)
Homework Statement
Generate 1,00,000 triplets(sets of three) of Uniform random variables on [0,1]. Y be max of each triple and Z be min of each triple. Derive the densities for these RV from theory and compare histograms of Y and Z with densities found in theory.
Homework Equations...
I'm trying to contruct a program that will generate a different random number between 1-10. I am not sure how to make it only 1-10.
PROGRAM guess
USE const
IMPLICIT NONE
INTEGER::i
REAL(kind=dp)::x
call random_number(x)
WRITE(*,*) 'x=',x
END DO
END PROGRAM...
Hello all,
I am trying to use a random function that my professor gave me:double rnd(int a){return (double)((a * random()) % 1000000000) / 1000000000; }Yes, I did include <stdlib.h>, <stdio.h>, and <math.h>. However, my compiler (Microsoft Visual Studio 2010 C++) does not recognize it as a...
What is the Matlab code for generating 100,000 Raleigh Random Variable with sigma^2=2 using rand command only. Generate histogram and normalize it by dividing 1,00,000 times the bin width
I am a grad student of communication systems but earned a Bsc in physics . I am taking a module presently called Digital communication which require a lot of probability and random processes which I never did while in school.
Could anyone give me advice on how I can study for probablity and...