Random Number Generation

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Questions and Answers

Why is achieving 'true' randomness on purpose considered practically impossible?

  • Because computers can only simulate randomness, not generate it genuinely.
  • Because true randomness would require infinite computational resources.
  • Because deterministic algorithms will always follow predictable sequences.
  • Because human perception of randomness is inherently biased and patterned. (correct)

What condition must a uniform distribution satisfy?

  • Each number has an unpredictable chance of occurrence.
  • Each number has the same probability of occurrence. (correct)
  • The distribution has a higher mean than variance.
  • Each number has a different expectation of occurrence.

A sequence of numbers claims to be statistically random. What key characteristic must it exhibit?

  • It must contain no recognizable patterns or regularities. (correct)
  • It must perfectly mirror real-world unpredictable events.
  • It must contain recognizable patterns or regularities.
  • It must exhibit objective unpredictability.

Why might a sequence of numbers that alternates values above and below 0.5 not be considered independent?

<p>Because the probability of the next number is influenced by the previous one. (A)</p> Signup and view all the answers

What does it mean for a sequence of pseudo-random numbers to be 'repeatable'?

<p>Given the same initial conditions, the algorithm produces the same sequence. (A)</p> Signup and view all the answers

Which function in R is used to generate a series of uniform pseudo-random numbers?

<p>runif() (B)</p> Signup and view all the answers

In R, what is the primary purpose of the set.seed() function when generating random numbers?

<p>To fix a starting point, ensuring the same sequence is generated each time. (B)</p> Signup and view all the answers

In the context of the Linear Congruential Method, what does 'mod m' represent?

<p>The modulus operation, giving the remainder of a division by m. (B)</p> Signup and view all the answers

What is a critical consideration when evaluating the suitability of a Linear Congruential Generator (LCG) for generating random numbers?

<p>That the LCG has a long cycle (B)</p> Signup and view all the answers

How are random numbers between 0 and 1 derived in the Linear Congruential Method, given a sequence of integers X1, X2, ... Xn and a modulus m?

<p>By dividing each integer by the modulus m. (C)</p> Signup and view all the answers

What is a crucial condition that independence imposes on a sequence of random numbers?

<p>Predicting the value of an element does not get influenced by prior elements. (C)</p> Signup and view all the answers

Why is the repeatability of pseudo-random numbers considered fundamental in science and programming?

<p>It allows easy duplication of experiments and debugging. (B)</p> Signup and view all the answers

If someone says, 'I'll just say the first number that pops into my head, and that's it, random,' what key aspect of true randomness are they overlooking?

<p>The equal probability of each number and lack of human bias. (A)</p> Signup and view all the answers

You survey a group of people, asking them to pick a random number from 1 to 10. What outcome is statistically most likely based on the information provided?

<p>Numbers ending in 7 will have the greatest frequency. (D)</p> Signup and view all the answers

True or False: Statistical randomness implies 'true' randomness.

<p>False (A)</p> Signup and view all the answers

What two important properties are needed in a sequence of random numbers?

<p>Uniformity and independence (D)</p> Signup and view all the answers

If the probability of getting a number between 0.25 and 0.55 extracted from a uniform probability distribution is 0.30, what can we say about extracting a number between 0.30 and 0.60?

<p>They have the same chance of extraction. (D)</p> Signup and view all the answers

With a = 0 and b = 1, calculate the mean from a uniform distribution.

<p>0.5 (A)</p> Signup and view all the answers

With a = 0 and b = 1, calculate the variation from a uniform distribution.

<p>1/12 (A)</p> Signup and view all the answers

What values are acceptable in the expression: 0 ≤ x ≤ 1

<p>All real numbers between 0 and 1 (B)</p> Signup and view all the answers

If a random variable $x$ has a continuous uniform distribution between 0 and 1, what is the probability that $x$ is exactly equal to 0.5?

<p>Infinitesimally small (approaching zero) (B)</p> Signup and view all the answers

Which of the following is NOT a typical consideration when generating pseudo-random numbers?

<p>The process should take as long as possible (C)</p> Signup and view all the answers

Why is human randomness not truly uniform?

<p>Humans tend to select biased number sequences (C)</p> Signup and view all the answers

What is a disadvantage of the method shown in the presentation?

<p>Numbers are predictable. (C)</p> Signup and view all the answers

Which of the following is not a consideration when looking at deviations from ideal number sequences?

<p>The numbers are independently distributed. (A)</p> Signup and view all the answers

Given a starting point of the algorithm, which characteristic should a strong random number generator have?

<p>Possible to repeat the exact same sequence of numbers (B)</p> Signup and view all the answers

Which of these is not a parameter in the formula for the Liner Congruential Method?

<p>x (C)</p> Signup and view all the answers

The Linear Congruential Method results in a number with cycle 4. What does this tell us about the method?

<p>The sequence is not good to use in practice. (D)</p> Signup and view all the answers

I run runif(10) in R and get a sequence of numbers. What is the result if instead I run set.seed(2023) then runif(10)?

<p>I get the same result. (B)</p> Signup and view all the answers

Which is the purpose of pseudo random numbers

<p>To mimic the statistical properties of randomness (B)</p> Signup and view all the answers

Which parameters are needed in the Liner Congruential Method?

<p>constant, seed, and modulus (C)</p> Signup and view all the answers

Which one is a feature of the Liner Congruential Method?

<p>It produces a sequence of numbers between 0 and m-1 (D)</p> Signup and view all the answers

Which one is a condition for a good Linear Congruential Method?

<p>0&lt;a&lt;m (D)</p> Signup and view all the answers

Why is computer security mentioned in the introduction?

<p>Because there are keys that depends on choosing a random number (B)</p> Signup and view all the answers

Which one isn't a possible deviation from the ideal numbers?

<p>The mean is not in zero (A)</p> Signup and view all the answers

What is the main functionality of the runif function in R?

<p>To generate uniformly distributed random numbers between 0 and 1 (D)</p> Signup and view all the answers

When discussing the properties of random numbers, what does 'uniformity' refer to?

<p>The numbers should have a equal probability of occurrence (C)</p> Signup and view all the answers

Why is it important to develop methods for generating random numbers when simulating stochastic behavior using computer simulation?

<p>To accurately represent unpredictable real-world phenomena. (C)</p> Signup and view all the answers

What is 'statistical randomness' in the context of computer-generated random numbers?

<p>A sequence of numbers that exhibits no discernible patterns or regularities. (A)</p> Signup and view all the answers

In the context of random number sequences, what does the property of 'independence' imply?

<p>The probability of observing a value in a specific range is unrelated to previously drawn values. (D)</p> Signup and view all the answers

How is a continuous uniform distribution typically defined in the context of generating random numbers?

<p>As a distribution where all values within a given interval have equal probability. (A)</p> Signup and view all the answers

If a sequence of numbers alternates between values above and below the median, what property of statistical randomness might be violated?

<p>Independence (B)</p> Signup and view all the answers

Why do computer simulations typically rely on pseudo-random numbers rather than truly random numbers?

<p>True random numbers are not repeatable, making simulations difficult to debug and reproduce. (B)</p> Signup and view all the answers

What is the primary goal of a deterministic algorithm used to generate pseudo-random numbers?

<p>To mimic the appearance of randomness as closely as possible. (C)</p> Signup and view all the answers

What is one potential deviation from the ideal properties of random numbers that can occur when using pseudo-random number generators?

<p>The generated numbers are discrete-valued instead of continuous. (B)</p> Signup and view all the answers

What is a key consideration when generating pseudo-random numbers for use in simulations?

<p>The speed of the algorithm, as random number generation should be computationally fast. (C)</p> Signup and view all the answers

Why is the length of the cycle, referring to the number of generated values ​​before repetition, an important consideration when using pseudo-random number generators?

<p>A long cycle helps to avoid repeating the same sequence of numbers, which can affect the simulation's validity. (A)</p> Signup and view all the answers

Why is repeatability an important property of pseudo-random number generators?

<p>It allows for easier debugging and reproducibility of simulations. (C)</p> Signup and view all the answers

What does the set.seed() function accomplish in R when generating random numbers?

<p>It initializes the pseudo-random number generator with a specific starting point, ensuring repeatable results. (B)</p> Signup and view all the answers

If you run set.seed(123) followed by runif(5) in R, and then repeat these commands, what will happen?

<p>You will get the same sequence of 5 random numbers as the first time. (B)</p> Signup and view all the answers

What is the purpose of the runif() function in R?

<p>To generate a sequence of uniformly distributed pseudo-random numbers. (B)</p> Signup and view all the answers

If you do not use the set.seed() function before calling runif() in R, what can you expect?

<p>You will get a different sequence of random numbers each time you run the code. (B)</p> Signup and view all the answers

What is the primary function of the Linear Congruential Method?

<p>To create a sequence of integers that appear random using a mathematical formula. (C)</p> Signup and view all the answers

In the Linear Congruential Method formula $X_i = (aX_{i-1} + c) ext{mod } m$, what does '$m$' represent?

<p>The modulus, which determines the range of the generated integers. (B)</p> Signup and view all the answers

In the Linear Congruential Method, what role does the seed value ($X_0$) play?

<p>It serves as the starting point for generating the sequence of numbers. (B)</p> Signup and view all the answers

What are the conditions for choosing the parameters $m$, $a$, and $c$ in the Linear Congruential Method?

<p>$m &gt; 0$, $0 &lt; a &lt; m$, $0 \le c &lt; m$ (B)</p> Signup and view all the answers

If a Linear Congruential Generator has a short cycle, what is the primary consequence?

<p>The generated sequence will repeat quickly, reducing its usefulness in simulations. (B)</p> Signup and view all the answers

After calculating x mod m in R, what operation is then performed to generate a random number (u) between 0 and 1?

<p>Divide by m. (C)</p> Signup and view all the answers

What does uniformity ensure in the context of generating random numbers?

<p>Each number in a sequence has the same probability of appearing. (C)</p> Signup and view all the answers

If a sequence of numbers is considered 'unrandom', what is a potential observation someone may make?

<p>The numbers tend to end in 7 or 3 more frequently. (D)</p> Signup and view all the answers

What is a characteristic of randomness that asking humans to pick numbers lacks?

<p>Uniform Distribution. (C)</p> Signup and view all the answers

What is implied by 'Pseudo' when generating numbers?

<p>The numbers are related by algorithms. (A)</p> Signup and view all the answers

The text talks about simulating a donut shop, why does it mention it?

<p>To show that random number generation must also be fast. (A)</p> Signup and view all the answers

According to the slide entitled 'Uniformity', what is observable about a visual distribution of numbers that are generated near zero and one?

<p>Their distribution should result in being completely flat. (D)</p> Signup and view all the answers

I have a list of decimal numbers between 0 and 1, what is the second requirement they must respect?

<p>Independence. (B)</p> Signup and view all the answers

If the probability of getting a number less or equal to 0.3589 is 0.3589 based on a uniform distribution [0,1], what will the probability be of getting a number less or equal to 0.7?

<p>0.7. (B)</p> Signup and view all the answers

Running the following code 'set.seed(2023); runif(10)', what will happen if I run it again?

<p>The same set of 10 random numbers. (C)</p> Signup and view all the answers

A simulation's results are assessed for validity because of what?

<p>Repeatability of the pseudo-random numbers. (A)</p> Signup and view all the answers

Which of the following is the correct notation for calculating a probability area?

<p>Probability area = base * height. (B)</p> Signup and view all the answers

Given a number x = 0.8, what does this tell us about $F(x)$ if $0 \leq x \leq 1$?

<p>$F(x) = x$. (D)</p> Signup and view all the answers

I run '1cm(n=8, x0=4, a = 13, c = 0, m = 64)' and get the following output '[1] 0.0625 0.8125 0.5625 0.3125 0.0625 0.8125 0.5625 0.3125', what can I say about that specific choice of parameters?

<p>It is cycle 4. (C)</p> Signup and view all the answers

Flashcards

Random numbers

Numbers chosen at random where each number has an equal chance of appearing.

Statistical randomness

Shows no recognizable patterns or regularities.

Uniformity

Each number in the sequence has the same likelihood of appearing.

Independence

The value of one random number does not influence the values of subsequent numbers in the sequence.

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Pseudo random numbers

Numbers that are generated by a deterministic algorithm and mimic the properties of uniformity and independence.

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Fast random generation

The numbers should be able to be generated quickly.

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Long cycle

This should be maximized when generating random numbers.

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Repeatability

The algorithm should produce the same sequence of numbers if given the same starting point.

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set.seed()

A function in R that is used to repeat the same sequence of random numbers.

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runif()

R function that is used to generate random numbers.

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Linear Congruential Method

A classical algorithm for simulating random numbers.

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%%

Represents the standard value of the function mod operation in R.

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mod m

Is the remainder of the integer division by m.

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Random number generation

Essential for simulating stochastic behavior using computer simulation.

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Random Variable

A variable whose value is a numerical outcome of a random phenomenon.

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Continuous uniform distribution [0,1]

This is assumed when no distribution is specified for random numbers.

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Probability Density Function (pdf)

A visual representation indicating the probability of values within a distribution.

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Cumulative Distribution Function (cdf)

The probability that a variable takes a value less than or equal to x.

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Deterministic algorithm

Algorithm aiming to mimic randomness as much as possible.

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Applicability

Necessary to have the method applicable in any programming language/platform.

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Cycle Length

The length of a sequence before numbers start to recur.

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Study Notes

  • Generating random numbers is crucial for simulating stochastic behavior with computer simulations.
  • The session covers: random number properties, random number generation, and the Linear Congruential Method.
  • This session focuses on simulating stochastic behavior via computer simulation, developing methods to generate random numbers and defining their properties.

Intro to Random Numbers

  • Random numbers are important in applications like board games, computer security, and simulating systems.
  • The challenge is to achieve randomness intentionally.
  • Random numbers are those chosen at random, where each number has the same probability of appearing, for example, a number between 1 and 100.

Human Randomness

  • Studies show patterns emerge when asking people for random numbers from 1 to 100.
  • Numbers ending in 7 or 3 are picked more often than expected.
  • Odd numbers are favored over even numbers.
  • Numbers ending in 5 or 0 are rarely chosen.

Statistical Randomness

  • A random number comes from a random variable with a probability distribution function.
  • When no distribution is specified, use a continuous uniform distribution in the interval [0,1].
  • A statistically random numerical sequence has no recognizable patterns.
  • Statistical randomness doesn't mean "true" randomness or unpredictability.
  • Pseudo-randomness works for statistical uses.

Properties of Random Numbers

  • Sequences of random numbers should have uniformity and independence.
  • Uniformity means all numbers have an equal probability of appearing.
  • Independence means a random variable's current value is unrelated to previous values.
  • Simulating numbers from a distribution begins with simulating random numbers from a continuous uniform distribution between zero and one.

Uniform Distribution

  • To extract a random value x between 0 and 1, where any value is equally likely, x has a continuous uniform probability distribution.

Using PDF

  • Random variable, x, takes a value within the interval with values being equally likely results in a continuous uniform probability distribution.
  • Probability Area = (0.55-0.25) * 1/(b-a) = 0.30 is the determination of the probability of finding a number between 0.25 and 0.55.

CDF

  • The cumulative distribution function helps determine the probability that a random number from an interval is less than or equal to a value.
  • Probability that x is less than or equal to 0.3589 can be described as P(x≤0.3589) = x - a / b - a = (0.3589 - 0)/ (1 - 0) = 0.3589.

Uniformity in Sequences

  • Histograms of number sequences between 0 and 1, those on the left represent the PDF of a uniform distribution.

Independence

  • In a random number sequence, each value's probability in a sub-interval of (0,1) must be independent of past values.
  • Numbers need to respect independence, meaning the probability of observing a value in a particular sub-interval of (0,1) is independent of the previous values drawn.
  • Alternating numbers above and below 0.5 break the assumption of independence, with more likely observations after numbers less than 0.5.

Pseudo-Random Numbers

  • Pseudo-random numbers, not truly random, fulfill uniformity and independence using a deterministic algorithm in R.
  • The goal is to mimic the appearance of randomness, resembling independent instances of a uniform distribution between 0 and 1.
  • R is used to generate pseudo random numbers.

Deviations from Ideal Random Numbers

  • Numbers generated may not be uniformly distributed
  • Numbers may be discrete-valued rather than continuous
  • Independence may not be satisfied

Generating Pseudo-Random Numbers

  • Random generation must be fast and use random numbers within computations needing computational intensity.
  • The cycle, the sequence length before repetition, of generated random numbers should be long.
  • Random numbers should be repeatable for debugging and reproducibility, from a starting point.
  • The method should be applicable across programming languages and platforms.
  • The random numbers should be independent and uniformly distributed.

Generation in R

  • Pseudo-random number repeatability is vital for reproducing experiments and assessing validity.
  • The function set.seed in R allows the user to do this.
  • Choose the starting point of an algorithm like the current year.
  • This ensures consistent results.
  • R’s runif generates these numbers.
  • The function takes the number of observations to generate.
  • Specifying a set.seed value ensures consistent results if the code is repeated.

The Linear Congruential Method

  • It is useful to consider classical algorithms for random number simulation.
  • Although already implemented in R, the functions, it can be useful to introduce one of the most classical algorithms to simulate random numbers.
  • This method generates a sequence of integers X1, X2, X3,..., Xn between 0 and m-1.
  • The formula is X₁ = (aXi-1 + c) mod m (for i = 1, 2, ...).
  • Three parameters need to be chosen: a, c, and m.
  • Conditions to choose m, a, c, and X0:
    • m > 0
    • 0 < a < m
    • 0 ≤ c < m
    • 0 ≤ X0 < m
  • Calculation: x mod m in Rx %% m.
  • Deriving random number (u) → u₁ = x/m.
  • mod m is the remainder of the integer division by m; for instance 5 mod 2 is one, and 4 mod 2 is zero.
  • It generates integers between 0 and m-1, with three parameters (a, c, m) to be chosen, and x0 as the seed.
  • Random numbers between zero and one can be derived by setting uᵢ = xᵢ / m.
  • Choices that cycle quickly should be avoided.
  • Standard parameters in programming frameworks include
    • a = 1103515245
    • c = 12345
    • m = 2^32
  • R handles this for you.

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