Questions relating to (pseudo)randomness, random oracles, and stochastic processes.

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2
votes
2answers
28 views

Generate random symmetric positive-definite matrix

Is there a simple way to generate a random matrix that is symmetric and positive-definite? The symmetry seems like it could be achieved by generating a matrix $M$ with independent random entries and ...
1
vote
0answers
23 views

random nonsingular matrices using matlab

Does anybody know how to generate a random nonsingular matrices using matlab? I use sprand (m, n , dens, 1)function to specify the condition number to be 1 right now.But it is too slow.Is there any ...
1
vote
2answers
33 views

Median of i.i.d. uniform random variables on the interval $[-1/2, 1/2]$

Let $X_1, X_2, \ldots , X_{999}$ be independent and identically distributed random variables on the interval $[-1/2, 1/2]$. Let $X_{500}$ be the empirical median; that is, $X_{500} = X_k$ for some ...
1
vote
0answers
14 views

Raffle between different groups composed by different numbers

I've got this issue, I need to prepare a raffle between teams for a cars race. Cars are grouped by teams. Rounds are 1:1, composed by different manches until the cars are done. Total number of cars is ...
2
votes
2answers
33 views

A binomial random number generating algorithm that works when $ n \times p $ is very small

I need to generate binomial random numbers: For example, consider binomial random numbers. A binomial random number is the number of heads in N tosses of a coin with probability p of a heads ...
0
votes
1answer
42 views

Random processes

I hope someone could tell me how to explain that "random process is continuous by probability" and "random process is differentiated by probability"? I know that definitions are these: Given a time ...
0
votes
1answer
192 views

Finding the expected value of the length of a minimal spanning tree of n randomly generated nodes bound in a box with edge length a.

Say we specify a number (n) of random points (x,y), bound within the axes and x=a, y=a. Given the number of points and the constraints on the boundaries, how can you calculate the expected value of ...
0
votes
2answers
48 views

Calculating the expected value of n randomly generated numbers?

Say I have a random number generator that will generate x numbers - not necessarily integers - on the continuous range between a and b. How can I calculate the expected values for these numbers? My ...
1
vote
2answers
53 views

Simple algorithm for generating Poisson distribution

I found a very simple algorithm that draws values from a Poisson distribution from this project. The algorithm's code in Java is: ...
0
votes
0answers
25 views

Random noise and i.i.d's

In a book it is written that the quantity $\epsilon(\theta)$, called random noise, can be assumed to be i.i.d's when it does not depend on $\theta$. When it depends on $\theta$ it is said that the ...
0
votes
1answer
23 views

Am i in the right direction on this probability/random distribution question?

To improve the operation in the control tower of an airport, air traffic control engineers are assessing the delay due to taxi-out time, which is the duration between pushback and takeoff. suppose ...
1
vote
2answers
133 views

How to find binomial pmf with probability = another random variable

Assume that $Q$ is a random variable with density proportional to $q$ for $0 < q < 1$. Given $Q = q$, $N$ has a binomial distribution with parameters $n$ and $q$. What is the probability mass ...
3
votes
1answer
59 views

How to pick N random points on the surface of a torus?

Lets say a torus is given by its major and minor radius. How to pick a set of N random points on its surface, with equal distribution? ("equal distribution" = for any chosen subsurface of the torus ...
1
vote
3answers
38 views

Random matrices in coordinate independent way

How to generate a random matrix in a basis independent way (so that the random distribution does not change if the coordinates are rotated)? I am especially interested in generating random rotation ...
1
vote
0answers
28 views

Probability of a specified sequence in a random data set

This is a problem which I have encountered while programming, but I imagine this community would be better able to solve it. Suppose we have a number, N, of boxes in a row. In each of these boxes is ...
1
vote
1answer
35 views

probility, placing balls, covariance

Can you please help to see where I did wrong? There are 10 balls, and each ball to be place in bin 1 and bin 2. Each ball is placed indepedently. Let X be the number of balls in bin 1 and Y be the ...
2
votes
1answer
26 views

probability, transformation on Random Variable

This is a more general question about the transformation of a random variable. Say X is given as a certain distribution, and Y=g(X). If it asks to compute the pdf of Y, I am having trouble to ...
2
votes
4answers
49 views

The Objectivity of Statistical Testing

I have a very generic question about applied statistics. Suppose, to make things simple, we have a biased coin with probability $p$ of landing heads. We want to determine if our coin is truly fair - ...
0
votes
0answers
53 views

probability, birthday paradox: need help to understand the solution

I need help to understand the following solution to a birthday paradox problem. problem:So you have $20$ people. Then let $P=$ # of pairs that share the common birthday. Compute ${\bf E}[P]$, ...
1
vote
2answers
83 views

Dice-Game with two-twenty sided dice.

EDIT: I'll give this another try, trying to be clearer. The game is played like this: Player A roles two-twenty-sided dice and multiplies the two integers together to get some integer, say x, with $ ...
0
votes
1answer
21 views

probability, depedence => uncorrelated?

One quick question. Two random variables are dependent, so it must be uncorrelated? Also for the terminalogy, does the term "uncorrelated" means two random variables have a corvariance factor of 0? ...
1
vote
1answer
22 views

probability, please help on bayes question

I dont need exact answer, I just need help to judge wether my following method is correct or not. Question:A physician has 5 patients. There are treatments A and B. Physician gives treament A to 3 ...
0
votes
1answer
22 views

probability, at least one is not present

you have $5$ red balls, $10$ green balls, and $15$ yellow balls in a balls. You randomly choose $5$ without replacement. What is the probability that at least one of the $3$ colors is not present ...
1
vote
1answer
34 views

probability, need help on the marginal densities

I need help on the marginal densities. In particular, I know you just integrate the joint pdf f(x,y) from y=-infinity to +infinity, but in the context of the below question, I have trouble to define ...
1
vote
1answer
85 views

probabilty, random variable independent

Let $X$ and $Y$ be independent Poisson random random variables with ($\lambda=1$). Are $X-Y$ and $X+Y$ independent? Justify My attempt: $X-Y$ => random variable is $0$. $X+Y$=> Poisson of ...
0
votes
2answers
35 views

probability, indicator random variable

Let $A,B,C$ be independent events with $P(A)=P(B)=P(C)=\dfrac{1}{2}$. Let $X$ be the indicator r.v. of the event $A \cup B$ and $Y$ the indicator r.v. of the event $B \cup C$. Compute ${\bf E}[XY]$. ...
1
vote
1answer
54 views

Generate some random matrix with given rank

Very often for creating new exercises (I teach basic matrix algebra), I need to a find a matrix $A$ such that: it has integer coefficients, not too big (in order to avoid big numbers computations) ...
0
votes
2answers
37 views

probability: arithmetic with random variables.

I have a question of using arithmetic on random variables. Please refer to the following question, to which I will present my solution using the arithmetic (which I thought it's correct but actually ...
1
vote
1answer
58 views

Random points in sphere with probability p(r)

How to pick random uniformly distributed points in a sphere has been asked before. The difference is that I don't want uniform distribution, rather I would like the number density to scale by ...
1
vote
1answer
46 views

{Probability}: choosing keys from a pool without replacement

The OP is trying to understand the following question. The OP understand that if you can always write out the term $$P(X=k) \implies (1-\frac{1}{N})(1-\frac{1}{N-1})\cdots(1-\frac{1}{N-k+1}),$$ ...
0
votes
0answers
6 views

Random numbers with groupings

I have 9 items, I need to pick a random item and I would like each item to be just as likely as the others to be chosen. I'm assuming my RNG is perfectly. Currently I am picking a random number ...
0
votes
1answer
56 views

Probability: deviation from the mean

I am having trouble to understand the following. If $S_n=X_1+X_2+......+X_n$, where X_1,X_2 are Bernouli (p). I don't understand this. So you get an intermediate point Constant* sqrt(n). To the ...
2
votes
2answers
81 views

Is a number chosen at random necessarily irrational?

If I were to pick a number completely at random in the range [0,1), it seems to me that number would be irrational. After all, there are a countably infinite number of rationals between zero and one, ...
0
votes
1answer
89 views

Power spectral density of a stationary random process

The stationary random process X(t) has a power spectral density denoted by Sx(f). a. What is the psd of Y(t) = X(t) - X(t-T)? b. What is the psd of Z(t) = X'(t) - X(t)? What should the approach ...
0
votes
1answer
33 views

Random sample and probability

A random sample of 325 new toothbrushes showed that 14 were defective. What is the estimate of the probability that a new toothbrush is not defective? Either a toothbrush is defective or not. What is ...
114
votes
23answers
10k views

Can a coin with an unknown bias be treated as fair?

This morning, I wanted to flip a coin to make a decision but no coins were in reach. There was however an SD card on my desk: Given that I don't know the bias of this SD card, would flipping it be ...
1
vote
0answers
53 views

Generate correlated random numbers precisely

Let's assume I want to generate k samples of n random numbers, that are correlated according to a given correlation matrix C (e.g. $n = 3$): ...
0
votes
0answers
20 views

Probability in a weighted Random

This is actually a question that came up whilst programming, but i figured this is more a question for the mathematicans: in a database have a set of roughly 500 entries. now i want to get 10 random ...
2
votes
0answers
21 views

testing hardware random number generators? [closed]

1)I would like to know how to test hardware random number generators. 2)What techniques ,tools or tricks to solve the problem ? 3)Any practical difficulties, implementation complexities etc
1
vote
1answer
39 views

Can 3 random variables have pairwise correlation -1?

Can 3 random variables X, Y, Z have pairwise correlation -1? This seems to be easy question, but I just got confused over this.
0
votes
0answers
22 views

Diameter of graph formed by pairwise intersections of random chords in a circle

Given n random chords in the circle (a random chord is chosen by specifying both endpoints uniformly randomly from the circumference), form a graph G on n nodes such that an edge exists between i and ...
0
votes
1answer
72 views

Sample uniform direction within cone

My question is pretty much the same as this question below, however I came up with a potential solution to this problem that I didn't see an answer to in the other question and I was wondering if it ...
0
votes
1answer
41 views

Given the distribution of a random variable $R$, who do you get a uniform random variable $U$?

Let us say you have a random variable $R$. How would one generate a uniform random variable $U$, with the maximum possible entropy (or infinite entropy, if $R$ has such)? (For simplicity, you may ...
0
votes
1answer
183 views

sum of independent Rayleigh random variables [closed]

How do I find the probability density distribution (pdf) of the sum of independent Rayleigh random variables (whose probability density functions are known)? where is the reference? Could anybody ...
0
votes
1answer
25 views

Density on the square, expected value

Let $f: [0,1]^2 \rightarrow \Bbb R^{+}$ a density function on the square. I suppose that the random variable $X=(X_1,X_2)$ has the density f with respect to the lebesgue measure. I denote ...
0
votes
1answer
32 views

Moments of Geometric Random Variable

Let $X$ be a geometric random variable i.e. it represents the number of consecutive failures before you get the first success where the success probability is $\rho$. We know $E[X] = 1/\rho$ and ...
0
votes
0answers
26 views

Understanding graph obtained from Monte-Carlo simulations

I am running a Monte Carlo Simulation where I sample from about 65 Normal Distributions. I also keep track of the probability associated with each sample by approximating a thin area in the Normal ...
0
votes
1answer
47 views

Measuring degrees of randomness

Imagine, for simplicity's sake, that we have a set of numbers, each equal to either 0 or 1. Let's call each a bit. Rationally, if the set is completely random, and reasonably large, the probability ...
5
votes
1answer
186 views

Asymptotics of sum of binomial distributions

Definition 1: For any random variable $X$, we define $\mathrm{Bin}(p,X)$ as a variable with binomial distribution having parameters $p$ and $X$. Definition 2: For all $i \in \mathbb{N}$, define ...
1
vote
2answers
40 views

How to create a random number generator that is completely random.

I'm trying to write an autonomous music composition program that makes use of many random number generators in order to make seemingly random melodies but I have no clue how to formulate a rigorous ...