Questions tagged [random-generation]

The act of generating a sequence of numbers or symbols randomly, or (almost always) pseudo-randomly; i.e., with lack of any predictability or pattern.

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What is the legitimacy of Gaming Labs Certified? [closed]

I saw two poker engines that claim to have an RNG Certificate of Integrity from a company called Gaming Labs. Is this Gaming Labs a known respected authority? This is a follow up question since ...
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How to improve pseudo-random number generation by large truly random data?

Question Say I have access to a relatively large (but not huge) amount of truly random data, D, like 100 KiB of random bits from a hardware randomness source (just ...
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inverse transform method [closed]

Using Inverse Transform Method to solve parts of the problem below: (a) Suppose $X \sim \text{Exponential}(λ = 0.2)$. Use RN to generate 20 random realisations of $X$ $\{X_1, X_2, .., X_{20}\}$ ...
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Random number generator independence

I have a naïve question about random number generators. Say I want to generate a set of random variables from different exponential distributions,$$X_i \sim \mathcal {Exp}(\lambda_i)$$ Assume the$X_i$'...
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Does runif (R) ever return 0/1 [closed]

The title says it all. Can it happen that runif (with bounds 0 and 1) returns 0 or 1 in R?
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how to generate joint random variables given knowledge of marginal density and copula function? [duplicate]

Suppose I know that $X\sim F_{X}(\cdot)$, $Y\sim F_{Y}(\cdot)$, and know their copula function $C(\cdot,\cdot)$ such that $F_{X,Y}(x,y)=C(F_{X}(x),F_{Y}(y))$. How to draw $\{X_{i},Y_{i}\}_{i=1}^{n}$ ...
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438 views

Does rnorm produce numbers with replacement/without replacement?

rnorm is an R language function defined as: rnorm.X generates multivariate normal random variates in the space X. Consider <...
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1answer
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Understanding the Rejection Sampling for a vector

I am thinking about this classical problem in statistical simulations. We want to apply the Rejection sampling to simulate a random vector $Y=(Y_1, Y_2)$ of a uniform distribution from a unit disc $D =...
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Is there a continuous function that accepts a single uniform random variable and returns two independent uniform random variables?

I can define a function $f(X) = (Y_1,Y_2)$ that accepts a random variable $X$ with a uniform distribution on $[0,1]$, and returns two independent uniform random variables $Y_1,Y_2$. This function ...
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1answer
60 views

Seeking an intuitive understanding of independence for random variables

I'm trying to gain a deeper, more intuitive understanding of what it means for two random variables $X$ and $Y$ to be independent. From my statistics courses, I know that $X$ and $Y$ are independent ...
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How can I generate a dataset to test variable importance calculations?

I would like to generate random data that has predetermined variable importance, so that I can test out different methods of calculating variable importance and see how they perform vs. the ...
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How do I generate a generalised error random variable?

The generalised error distribution (sometimes called the generalised normal distribution) is a generalisation of the normal distribution allowing variation of the kurtosis away from mesokurtosis. ...
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@whuber 's generation of a random variable with fixed covariance structure

The question refers to @whuber's algorithm to draw a random variable with a given covariance structure to a given set of random variables: http://ucslk.com/a/313138/3277 The algorithm ...
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How to generate random integers between 1 and 4 that have a specific mean?

I need to generate 100 random integers in R, where each integer is between 1 and 4 (hence 1,2,3,4) and the mean is equal to a specific value. If I draw random ...
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1answer
65 views

Generating pairs of random variables with given covariance and gamma marginals

I have shape parameters $k_X, k_Y$ and scale parameters $\theta_X, \theta_Y$, as well as a covariance $\sigma_{XY}$. How do I generate random variables $(X,Y)$ such that the marginals are gamma ...
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How to estimate population size from repetition in random sampling? [duplicate]

I'm periodically sampling values from what's likely a large population. Millions, let's say. And I'm assuming initially that it's random sampling. However, it's only workable to collect thousands of ...
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How generate random data that satisfy specific constraints such as having specific median? in R [closed]

In general, how can I simulate data that exactly satisfies a set of constraints? I'm in need of generating a set of random numbers, which conform to a given median (not mean), and also fall within ...
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Is there a way to visualize the limited randomness of an algorithm?

Take the R runif function for example. It sure is a very performing pseudo-random generator. Even if I don't really know what it means I think I read somewhere ...
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How to generate a vector that has zero correlation with another vector (in R)?

Suppose I have a vector v1 with values in the set {-1,0,1} ...
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37 views

Inversion sampling for a truncated normal distribution?

I'm a bit unsure how to approach this problem given that the normal CDF has no closed form solution. Let $f(x|\mu,\sigma,c)$ be a normal distribution left-truncated at $c$, so that $$f(x|\mu,\...
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83 views

How can I create meaningful / interesing data following multiple linear models?

I would like to create many(!) examples for exercices, where I would like to control various parameters such as the coefficients, their uncertainty, t-values and p-values of the linear model. I know, ...
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Understanding glm and link functions: how to generate data?

I'm trying to take the approach for understanding how certain concepts work, by trying to generate data for them and checking how the output behaves. Currently, I thus realized I don't quite get what'...
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1answer
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Is there such a thing as a “good/bad” seed in pseudo-random number generation?

Well, I don't really have much to add to the title. I tend not to use seeds in preudo-random number generation, but they are handy when an initial research project that includes simulations expands to ...
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Is there a code/ software that generates random numbers? My specific interest - from Dirichlet distribution [closed]

Is there a code/ software that generates random numbers? My specific interest - from Dirichlet distribution. Lets say, x1,x2,...x8 and 1000 random instances of it with a uniform alpha=2.
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1answer
42 views

How to generate data such that an equation needs to hold?

Can I create or generate $\{y_i\}_{i=1}^{4}$ data set such that this equation holds $$ \sum_{i=1}^{4}\sum_{j=1}^{4}m_{ij}y_{i}y_{j}=6 $$ where $$ m=\left[ \begin{array}{cccc} 13 & 12 & 3 &...
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How to generate artificial data to have a similar results after doing an OLS estimation?

I am trying to replicate a paper that the data are confidential, however, for the sake of practice in coding and performing similar analysis, I am trying to generate artificial data so that after I ...
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Generating skew-normal distribution in Matlab

My apologies if this is a trivial question, but I am having trouble with this for a while now. I need to use a skew-normal distribution in research in MATLAB and the only way I found after googling ...
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Why is pseudo-random sampling applicable for Monte Carlo integration, even though it does not satisfy the CLT requirements?

Assume we have a function $f\left(x\right)$ defined on $\left[0, 1\right]$ that we want to integrate and estimate the error using Monte Carlo method. We generate realizations of uniformly distributed ...
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Setting seeds despite repeated training of CNNs?

I would like to compare the classification performance (like accuracy, precision, recall etc.) of different CNN architectures. I'm using Google Colab (GPU support), Tensorflow and Keras. Since it is ...
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which is the meaning of scatterplot between a pair of 2 consecutive pseudo random numbers with respect to the independence of the sequence?

Pseudo random number generators should give as output random sequences u1, u2, ... that are mutually independent and identically distribuited (iid). Since testing for independence is not easy, the ...
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check for noncorrelation of normal pseudo random numbers using scatterplot

pseudo random number generators should give as output random sequences u1, u2, ... that are independent and identically distribuited (iid). Since testing for independence is not easy, the first check ...
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1answer
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Why is the exprected value of a sum of RV following a Z-distribution not equalt to 0?

I am using R to draw a thousand of RVs from a Z-distribution. I noticed that the expected value of their mean is as expected ~0 (magnitude 10^(-4)) sometimes positive, sometimes negative but; the sum ...
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157 views

Why is weighing random observations according to their probability from all distributions wrong?

Is sampling all distributions n times and then talking out i numbers from each sample, where i is probability of that distribution * n, wrong? Suppose $$ 0.3\!\times\mathcal{N}(0,1)\; + \;0.5\!\...
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How to generate random samples from a 2D dataset?

Suppose I'm given a data set consisting of many pairs of $(x,y)$ values which are correlated in some arbitrary complex way. How would I go about 'generating' more pairs of $(x,y)$ coordinates which ...
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Simulate Data for Power of Random Intercepts Model

I am interested in calculating the power of a cluster randomized clinical trial of a binary intervention ($T$=1 for treated and $T$=0 for control). I have a pretty set number of candidate clusters ...
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How to generate a uniform random variable from [1,7] if given a uniform[1,5] RV generator? [duplicate]

I saw this as a question on glassdoor and I've seen similar questions elsewhere. Can someone explain the intuition of how to solve a problem like this? There are two scenarios The uniform RVs in ...
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1answer
103 views

Is there a way to generate artificial data from clusters?

Suppose you have a data set that can be clustered as follows: Is there a way to generate data that would fit inside, say, the red bubble, or blue bubble? This can definitely be done in two-dimensions,...
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Simulate cell missingness for a certain proportion of cells in a full data set

I know there was a question asked a few years back about simulating missingness. The original thread link is here How to simulate the different types of missing data Since then, there has been a ...
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Correct method for error propagation in pseudo-data approach (simulation) using model

I want to compute the error on the integral over experimental data $(y_i,\delta y_i)$ in a pseudo-data approach using model ($x_i$ are assumed to be known error-less numbers). If I were using direct ...
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how to do re-randomization test for trials used adaptive minimization with unequal allocation?

Re-randomization test is often chosen to validate the results from a study was randomized by adaptive minimization. In the case of of unequal allocation (like 2:1), it is more complicated because the ...
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What is the name of this simple discrete sampling algorithm?

I have a vector of probabilities $p \in \mathbb{R}^n$ which I have never seen before. I would like a single sample from the indices $(1, 2, \ldots n)$ according to the distribution defined by $p$. ...
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Generating random values from a multivariate skew-normal with fixed marginals

I'm generating random values from the multivariate skew-normal, and I want that the marginal distributions from this multivariate one have fixed parameters as the following: I'm generating from ...
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75 views

how to generate random data based on simple statistical meassures

0 I currently have a test data set that has 500k data points. I have an algorithm that process that data and returns some information. In order to establish the statistical significance of the ...
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Random variates generation for disrecte distribution by inverse transform method [duplicate]

I have solved this question but still confused. I don't know whether this method is correct or not and also the answer which I get is right or wrong, as I was told to generate random variates for ...
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2answers
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Does rowwise distribution of random values in creating a normally distributed vector variable in matrix(rnorm(.), byrow=TRUE) damage normality?

(Reprodicible example added) 150-character-limitless full question is: Does the rowwise distribution of values in creating a normally distributed vector variable via ...
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477 views

Gamma Distribution for generating random numbers

I defined a gamma distribution with following parameters: shape,scale = 4.2503, 7037. This dribuation is used to generate random numbers. The random numbers will be recalculated to the x-asix value. ...
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74 views

How to use poisson to estimate arrival time (generate random integers)?

In my assignment, I'm supposed to use a distribution curve to describe how many minutes will the employee come to work in advanced or later than the planed start time. I decided to use Poisson ...
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Generating new(fake) probability distributions based on many sample probabilty distributions

I wish to be able to generate new probability distributions that incorporate the characteristics of many sample distributions available to me. I currently have data for the individual daily return ...
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How to Incorporate Skew Into Simulated Data?

Suppose I have a dataset $\mathbf{X}$ which is a $n \times m$ matrix of $n$ independent realizations of some $m$-dimensional random vector $\mathbf{x}$. I want to generate a new dataset $\mathbf{X}'$ ...
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Transforming a uniform random variate to points on a circle

Sample $U \sim \text{Uniform}(0,\sqrt{2}-1)$. Accept $U$ with probability $1/(1+U^2)$ (else reject and sample again). Set $X = 2U/(1+U^2)$ and $Y = 1-UX = (1-U^2)/(1+U^2)$. With probability 1/2, ...

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