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

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2answers
53 views

How to tell if a set is cyclic

I've been reading a bit about pseudo-random number generators lately. My understanding is that they generate numbers that seem random for all practical purposes but they are actually just really big ...
0
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1answer
40 views

probabilities for obtaining 3 dice result

I am developing an app that needs a 3 dice result and there are two methods I can use: method a) create a matrix of 216 possible combinations and choose 1 randomly method b) or generate 3 ...
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0answers
12 views

Sampling a path in graph where each edge has a fitness

I'm writing an heuristic algorithm for the Travelling Salesman Problem. In one step, I have to generate a random path of length $n$ in a graph $G$. There is a real number in $[0, 1]$ associated to ...
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3answers
62 views

Convolution of maximum and minimum of uniform random variables

Let $X_1,\ldots, X_n$ be $n$ independent random variables uniformly distributed on $[0,1]$. Let be $Y=\min(X_i)$ and $Z=\max(X_i) $. Calculate the cdf of $(Y,Z)$ and verify $(Y,Z)$ has independent ...
1
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1answer
51 views

How to place random points on an egg?

While I was having breakfast this morning, I thought: "I know how to put random points on a sphere or a torus, but how to place random points on an egg (with uniform probability with respect to any ...
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1answer
44 views

Probability Density of Convolution of Two Random Processes or Variables

Suppose that we have two stationary random processes $x(t)$ and $y(t)$ with probability density functions $f_{x}(x)$ and $f_{y}(y)$ respectively. Now suppose we form: $z(t) = x(t) \ast y(t)$ What is ...
1
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3answers
54 views

Using loop to approximate pi (Monte Carlo, MATLAB)

I've written the following code, based on a for loop to approximate the number pi using the Monte-Carlo-method for 100, 1000, 10000 and 100000 random points. ...
3
votes
2answers
62 views

Alice and Bob card game

I came across this puzzle online in an online Princeton thingy (course?): Alice writes down two integers between 0 and 100 on two cards. Bob gets to select one of the two cards and see its value. ...
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0answers
20 views

Mathematically safe, open TAN generation and verification

For an upcoming Arduino project I need to generate, distribute and verify TANs (transaction authentication numbers). Let me explain (and assume for a second this is happening on a bigger computer). I ...
1
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0answers
33 views

Calculate expected value E(|x-y|^2)

I have two random variables (X and Y) that are uniformly distributed from 2.16 to 6.81 both. And I need to find E(|x-y|^2). Is this correct: ...
3
votes
4answers
143 views

Does this sum converge or diverge?

Does the infinite sum $\large{\sum_{n=1}^\infty \frac{1}{n^{x_{\small{n}}}}}$ converge if $x_n$ is a random variable (generated within each term) that takes values between $0$ and $2$ with equal ...
2
votes
2answers
30 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
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0answers
25 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
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2answers
36 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
37 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
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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
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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
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2answers
69 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
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0answers
26 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
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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
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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
64 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
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3answers
41 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
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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
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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
31 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
50 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
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0answers
54 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
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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
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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
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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
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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
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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
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1answer
55 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
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1answer
60 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
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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
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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
82 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
112 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 ...
120
votes
24answers
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
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0answers
66 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
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0answers
21 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
22 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