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

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0answers
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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 ...
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1answer
31 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 ...
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2answers
164 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 ...
5
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1answer
138 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 ...
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3answers
58 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 ...
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0answers
35 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 ...
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1answer
40 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
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1answer
44 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 ...
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4answers
54 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 - ...
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0answers
80 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 ${\bf E}[P]$, ...
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2answers
96 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 $ ...
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1answer
27 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? ...
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1answer
26 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 ...
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1answer
25 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 ...
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1answer
41 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 ...
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1answer
95 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 ...
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2answers
54 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 ${\bf E}[XY]$. ...
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1answer
112 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) ...
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2answers
49 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 ...
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1answer
126 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 ...
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1answer
78 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 $$P(X=k) \implies (1-\frac{1}{N})(1-\frac{1}{N-1})\cdots(1-\frac{1}{N-k+1}),$$ ...
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1answer
58 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 ...
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2answers
111 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, ...
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1answer
311 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 ...
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1answer
54 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 ...
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25answers
11k 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 ...
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0answers
144 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. $n = 3$): ...
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0answers
25 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
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1answer
55 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.
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1answer
98 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
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1answer
45 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
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1answer
745 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
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1answer
35 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 ...
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1answer
40 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 ...
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1answer
144 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
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1answer
210 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 ...
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2answers
57 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 ...
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1answer
62 views

How to Create a Plane Inside A Cube

I have a $e \times e \times e$ cube and I want to create random planes with equation $ax + by + cz + d = 0$ inside this cube. I will put random points on those randomly created planes as well. Here ...
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2answers
81 views

Consider throwing two six-sided dice.

Let X be the sum of the two values and let Y be the product of the two values. What is the value of P(Y = i) for i = 1,2,3...36. I am having trouble approaching this problem. We are learning about ...
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1answer
110 views

Solution of equation of binomial random variables

Is it possible to find the probability distribution of the random variable $X$ that solves the following equation? $$ X = Bin(X, p) + Bin(X, 1-p), $$ where $Bin(X,p)$ is a random variable distributed ...
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2answers
217 views

$e$ popping up in topic I'm unfamiliar with

I programmed up a little algorithm that goes like this: Fix two positive, real numbers, call them $\alpha$ and $\beta$. Generate a new, random, real number, $x \in [0,1]$ Set $\alpha$ = ...
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1answer
65 views

Probability of occurrence after Latin Hypercube sampling and then random sampling

I am using Latin Hypercube sampling to obtain numbers from a Normally Distributed set of data, so that I get a uniform spread of numbers across the Normal Distribution. I then select a number at ...
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1answer
25 views

Probability of numbers within a Latin Hypercube

What is the probability of occurrence of numbers in a Latin Hypercube? If I have a 1 dimensional Latin Hypercube of 1000 numbers would the probability of each number just be 1/1000? Essentially, I am ...
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1answer
265 views

Generating Different types of Matrices in Matlab

I am working on a project for a numerical methods class comparing two iterative methods for solving $Ax=b$, and I was wondering what type of functions Matlab has for generating arbitrarily large ...
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0answers
66 views

Random walk with $\sum_{n=1}^{\infty} \frac{1}{n} \mathbb{P}\{ S_n > 0 \} < \infty$

Consider a random walk started at $S_0=0$, denoted $S_n = \sum_{k=1}^{n}X_k$, where $X_1$, $X_2$... are the i.i.d increments. If we have $\sum_{n=1}^{\infty} \frac{1}{n} \mathbb{P}\{ S_n > 0 \} ...
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1answer
51 views

Probability of random variable in Normal Distribution

I've been talking to my lecturer about choosing random values from a Normal Distribution and he says the following: "Roughly 68% of expected values $ \in (\mu-\sigma,\mu + \sigma)$ does not imply ...
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1answer
47 views

Randomized algorithm to determine if a polynomial over $\mathbb{Z}/p$ is irreducible

Is there an efficient (possibly randomized) algorithm to determine if a given polynomial $p(x) \in \mathbb{Z}/p\mathbb{Z}[n]$ is irreducible?
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0answers
58 views

determining the next random number pseudorandom number generator?

I have given 3 numbers let's say basic example x_0=5, x_1=6 and x_2=2 and modulus p is 7, ...
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0answers
35 views

Random operators [duplicate]

Let $(\Omega, \mathcal F,P)$ be a probability spaces and $H$ be a Hilbert space. By a random operator $A$ from $H$ to $H$ we mean a linear continuous mapping from $H$ into the Frechet space $L_0^H ...
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1answer
66 views

Algorithms for non-random but equidistributed ways to fill up a Cartesian plane

In pages 90-91 of this book the authors talk about uniform, but not necessarily normally distributed random ways to fill up a Cartesian grid. For example, in the attached images. These are the ...