Podcast
Questions and Answers
Why is achieving 'true' randomness on purpose considered practically impossible?
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?
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?
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?
Why might a sequence of numbers that alternates values above and below 0.5 not be considered independent?
What does it mean for a sequence of pseudo-random numbers to be 'repeatable'?
What does it mean for a sequence of pseudo-random numbers to be 'repeatable'?
Which function in R is used to generate a series of uniform pseudo-random numbers?
Which function in R is used to generate a series of uniform pseudo-random numbers?
In R, what is the primary purpose of the set.seed()
function when generating random numbers?
In R, what is the primary purpose of the set.seed()
function when generating random numbers?
In the context of the Linear Congruential Method, what does 'mod m' represent?
In the context of the Linear Congruential Method, what does 'mod m' represent?
What is a critical consideration when evaluating the suitability of a Linear Congruential Generator (LCG) for generating random numbers?
What is a critical consideration when evaluating the suitability of a Linear Congruential Generator (LCG) for generating random numbers?
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?
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?
What is a crucial condition that independence imposes on a sequence of random numbers?
What is a crucial condition that independence imposes on a sequence of random numbers?
Why is the repeatability of pseudo-random numbers considered fundamental in science and programming?
Why is the repeatability of pseudo-random numbers considered fundamental in science and programming?
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?
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?
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?
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?
True or False: Statistical randomness implies 'true' randomness.
True or False: Statistical randomness implies 'true' randomness.
What two important properties are needed in a sequence of random numbers?
What two important properties are needed in a sequence of random numbers?
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?
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?
With a = 0 and b = 1, calculate the mean from a uniform distribution.
With a = 0 and b = 1, calculate the mean from a uniform distribution.
With a = 0 and b = 1, calculate the variation from a uniform distribution.
With a = 0 and b = 1, calculate the variation from a uniform distribution.
What values are acceptable in the expression: 0 ≤ x ≤ 1
What values are acceptable in the expression: 0 ≤ x ≤ 1
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?
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?
Which of the following is NOT a typical consideration when generating pseudo-random numbers?
Which of the following is NOT a typical consideration when generating pseudo-random numbers?
Why is human randomness not truly uniform?
Why is human randomness not truly uniform?
What is a disadvantage of the method shown in the presentation?
What is a disadvantage of the method shown in the presentation?
Which of the following is not a consideration when looking at deviations from ideal number sequences?
Which of the following is not a consideration when looking at deviations from ideal number sequences?
Given a starting point of the algorithm, which characteristic should a strong random number generator have?
Given a starting point of the algorithm, which characteristic should a strong random number generator have?
Which of these is not a parameter in the formula for the Liner Congruential Method?
Which of these is not a parameter in the formula for the Liner Congruential Method?
The Linear Congruential Method results in a number with cycle 4. What does this tell us about the method?
The Linear Congruential Method results in a number with cycle 4. What does this tell us about the method?
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)
?
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)
?
Which is the purpose of pseudo random numbers
Which is the purpose of pseudo random numbers
Which parameters are needed in the Liner Congruential Method?
Which parameters are needed in the Liner Congruential Method?
Which one is a feature of the Liner Congruential Method?
Which one is a feature of the Liner Congruential Method?
Which one is a condition for a good Linear Congruential Method?
Which one is a condition for a good Linear Congruential Method?
Why is computer security mentioned in the introduction?
Why is computer security mentioned in the introduction?
Which one isn't a possible deviation from the ideal numbers?
Which one isn't a possible deviation from the ideal numbers?
What is the main functionality of the runif function in R?
What is the main functionality of the runif function in R?
When discussing the properties of random numbers, what does 'uniformity' refer to?
When discussing the properties of random numbers, what does 'uniformity' refer to?
Why is it important to develop methods for generating random numbers when simulating stochastic behavior using computer simulation?
Why is it important to develop methods for generating random numbers when simulating stochastic behavior using computer simulation?
What is 'statistical randomness' in the context of computer-generated random numbers?
What is 'statistical randomness' in the context of computer-generated random numbers?
In the context of random number sequences, what does the property of 'independence' imply?
In the context of random number sequences, what does the property of 'independence' imply?
How is a continuous uniform distribution typically defined in the context of generating random numbers?
How is a continuous uniform distribution typically defined in the context of generating random numbers?
If a sequence of numbers alternates between values above and below the median, what property of statistical randomness might be violated?
If a sequence of numbers alternates between values above and below the median, what property of statistical randomness might be violated?
Why do computer simulations typically rely on pseudo-random numbers rather than truly random numbers?
Why do computer simulations typically rely on pseudo-random numbers rather than truly random numbers?
What is the primary goal of a deterministic algorithm used to generate pseudo-random numbers?
What is the primary goal of a deterministic algorithm used to generate pseudo-random numbers?
What is one potential deviation from the ideal properties of random numbers that can occur when using pseudo-random number generators?
What is one potential deviation from the ideal properties of random numbers that can occur when using pseudo-random number generators?
What is a key consideration when generating pseudo-random numbers for use in simulations?
What is a key consideration when generating pseudo-random numbers for use in simulations?
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?
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?
Why is repeatability an important property of pseudo-random number generators?
Why is repeatability an important property of pseudo-random number generators?
What does the set.seed()
function accomplish in R when generating random numbers?
What does the set.seed()
function accomplish in R when generating random numbers?
If you run set.seed(123)
followed by runif(5)
in R, and then repeat these commands, what will happen?
If you run set.seed(123)
followed by runif(5)
in R, and then repeat these commands, what will happen?
What is the purpose of the runif()
function in R?
What is the purpose of the runif()
function in R?
If you do not use the set.seed()
function before calling runif()
in R, what can you expect?
If you do not use the set.seed()
function before calling runif()
in R, what can you expect?
What is the primary function of the Linear Congruential Method?
What is the primary function of the Linear Congruential Method?
In the Linear Congruential Method formula $X_i = (aX_{i-1} + c) ext{mod } m$, what does '$m$' represent?
In the Linear Congruential Method formula $X_i = (aX_{i-1} + c) ext{mod } m$, what does '$m$' represent?
In the Linear Congruential Method, what role does the seed value ($X_0$) play?
In the Linear Congruential Method, what role does the seed value ($X_0$) play?
What are the conditions for choosing the parameters $m$, $a$, and $c$ in the Linear Congruential Method?
What are the conditions for choosing the parameters $m$, $a$, and $c$ in the Linear Congruential Method?
If a Linear Congruential Generator has a short cycle, what is the primary consequence?
If a Linear Congruential Generator has a short cycle, what is the primary consequence?
After calculating x mod m
in R, what operation is then performed to generate a random number (u) between 0 and 1?
After calculating x mod m
in R, what operation is then performed to generate a random number (u) between 0 and 1?
What does uniformity ensure in the context of generating random numbers?
What does uniformity ensure in the context of generating random numbers?
If a sequence of numbers is considered 'unrandom', what is a potential observation someone may make?
If a sequence of numbers is considered 'unrandom', what is a potential observation someone may make?
What is a characteristic of randomness that asking humans to pick numbers lacks?
What is a characteristic of randomness that asking humans to pick numbers lacks?
What is implied by 'Pseudo' when generating numbers?
What is implied by 'Pseudo' when generating numbers?
The text talks about simulating a donut shop, why does it mention it?
The text talks about simulating a donut shop, why does it mention it?
According to the slide entitled 'Uniformity', what is observable about a visual distribution of numbers that are generated near zero and one?
According to the slide entitled 'Uniformity', what is observable about a visual distribution of numbers that are generated near zero and one?
I have a list of decimal numbers between 0 and 1, what is the second requirement they must respect?
I have a list of decimal numbers between 0 and 1, what is the second requirement they must respect?
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?
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?
Running the following code 'set.seed(2023); runif(10)', what will happen if I run it again?
Running the following code 'set.seed(2023); runif(10)', what will happen if I run it again?
A simulation's results are assessed for validity because of what?
A simulation's results are assessed for validity because of what?
Which of the following is the correct notation for calculating a probability area?
Which of the following is the correct notation for calculating a probability area?
Given a number x = 0.8, what does this tell us about $F(x)$ if $0 \leq x \leq 1$?
Given a number x = 0.8, what does this tell us about $F(x)$ if $0 \leq x \leq 1$?
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?
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?
Flashcards
Random numbers
Random numbers
Numbers chosen at random where each number has an equal chance of appearing.
Statistical randomness
Statistical randomness
Shows no recognizable patterns or regularities.
Uniformity
Uniformity
Each number in the sequence has the same likelihood of appearing.
Independence
Independence
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Pseudo random numbers
Pseudo random numbers
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Fast random generation
Fast random generation
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Long cycle
Long cycle
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Repeatability
Repeatability
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set.seed()
set.seed()
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runif()
runif()
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Linear Congruential Method
Linear Congruential Method
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mod m
mod m
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Random number generation
Random number generation
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Random Variable
Random Variable
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Continuous uniform distribution [0,1]
Continuous uniform distribution [0,1]
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Probability Density Function (pdf)
Probability Density Function (pdf)
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Cumulative Distribution Function (cdf)
Cumulative Distribution Function (cdf)
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Deterministic algorithm
Deterministic algorithm
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Applicability
Applicability
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Cycle Length
Cycle Length
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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 R
→x %% 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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