Questions about random number generation and the properties of numbers so generated.

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0
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0answers
20 views

Getting Random Integers from the set {-1,1} quickly [on hold]

I was wondering if in Mathematica there is a quick way to get a random integer from the set {-1,1} with equal probability (i.e. getting -1 or 1 with equal probability). Usually I deal with Normal ...
0
votes
1answer
41 views

Classifier Random Forest Accuracy Not Consistent

I tried running a random forest classifier over different training sample sizes. The results are very strange because I could not replicate my accuracy with the same sample size in the second ...
4
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2answers
251 views

Calculating overlapped area between random circles

Suppose I am plotting random circles like in the following example: m=125; ...
2
votes
2answers
110 views

Generation of six Random numbers related by a constraint

I want to generate six Random numbers $a,b,c,d,e,f$ (all are real and positive). They are related by $a^2+b^2+c^2+d^2+e^2=1$ and $f$ is between 0 and 3. How can I generate those numbers?
-1
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0answers
44 views

Approximate $\pi$ by performing a Buffon needle experiment [closed]

How to calculate digits of $\pi$ via Buffon's Needle by using Mathematica? $\textbf{Theorem} $. If a needle of length $l$ is thrown on paper with parallel lines, where the distance between the ...
2
votes
2answers
47 views

Randomized Control of Time Series Data

I am trying to randomize the order of a time series data set. I generated my data as: ts5 = RandomFunction[FractionalBrownianMotionProcess[.5], {0, 999, 1}] ...
6
votes
3answers
230 views

Creating a custom distribution with specified skew and kurtosis

Let's say I want to create a simulated sample of returns for a given investing/trading strategy. I know that my strategy is profitable on 64% of trades, that the ratio of mean win / mean loss is 0.72, ...
2
votes
1answer
81 views
3
votes
2answers
272 views

Generate a random PDF

How can I generate a random probability density function $p(x)$ in the domain $[0,1]$? Is there a single Mathematica function to do so?
10
votes
1answer
137 views

RandomInteger: speed with long lists

I noticed an interesting effect with RandomInteger when looking at the time to create 10^8 random integers. The following code lines all take about 0.5 seconds on a ...
4
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2answers
244 views

Calculate $\pi$ using Monte Carlo methods

I know that we can have an estimate of $\pi$ using Monte Carlo methods. I know that we make a huge loop and each time we take randomly two numbers in the range [0,1] and calculate the number of ...
0
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2answers
72 views

Random 3D cylinders plot [duplicate]

I have seen this trivial example for circles ...
2
votes
0answers
65 views

The correct assignment of probability distribution to generate random variables

I'm asking you for a help to solve a difficult (for myself) task. Now I will tell you what and why I'm trying to implement. The task is to simulate the passage of elementary particles through a ...
1
vote
0answers
43 views

Generating random Kraus operators

I am trying to generate (randomly) set of square matrices $\{K_m\}$ with the properties that $$\sum_{i=1}K_i^{\dagger}.K_i=I_n,$$ where $I_n$ is the identity matrix of order $n$. So, the input should ...
0
votes
1answer
51 views

Simulating a Boolean model in a uniform square

I am looking to simulate a Boolean model with specified Poisson point process. ...
0
votes
1answer
67 views

How to generate samples from an arbitrary continuous pdf?

If I define an arbitrary pdf p[x_] for a arbitrary-dimensional continuous variable x, how can I use Mathematica to create a function that will return a set of n random samples of x with distribution ...
2
votes
0answers
88 views

Optimization of custom probability distibutions?

Consider the two tests: Timing[Do[RandomVariate[NormalDistribution[0.5, 0.3]], {200}]] {0.001188, Null} ...
-1
votes
1answer
126 views

Periodic boundary conditions for two walkers

For some reason I'm getting infinite loops most of the time i run this. Perhaps the periodic boundary conditions are wrong. Seems like the probability of the two positions to be the same is extremely ...
-1
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1answer
83 views

Draw independent samples from conditional distribution at a fast rate

I would like to draw samples from the following conditional distribution of the following (don't ask why): ...
12
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2answers
300 views

Sampling a phase space uniformly for a given energy?

The energy for a 1D harmonic oscillator can be written: $$ E = \frac{1}{2 m} p^2 + \frac{m \omega^2}{2} x^2 $$ where x is position and p is the momentum. I would like to sample phase space $(x,p)$ ...
4
votes
2answers
566 views

Manipulate 2D random walk

Consider the first $10000$ digits of $\sqrt{2}$ and present them as a “random walk” by converting them in base 4 representing 4 directions. Following code produces this random walk ...
3
votes
3answers
90 views

How to change random values in manipulate?

I made a Manipulate box that is working very well, using lots of random numbers. I would like to add a button to "reset" (i.e. to change, randomize, or reselect) all the random parameters. Here's ...
1
vote
2answers
90 views

Animated discrete plot for a generalised random walk

I have a number of possible outcomes $R=\{r_i\}$, with $r_i\in\mathbb{Z}$ and corresponding probabilities of occurrence $P=\{p_i \}$, with $p_i \in [0,1]$ and $\sum_i p_i=1$. I am wondering whether ...
3
votes
5answers
184 views

How to define a set of two random orthogonal unit vectors?

I need to define a random set of two orthogonal unit vectors. The code below doesn't give proper unit and orthogonal vectors : ...
1
vote
1answer
75 views

How to define a stochastic electromagnetic field? [closed]

I would like to show the effect of a stochastic electromagnetic field on a relativistic charged particle, using a manipulate box. The field should be randomly varying in time and in space, and be ...
0
votes
0answers
74 views

Maximum Likelihood Estimation of Gamma-distribution Scale parameter

I have the following tasks: Generate random sample with given parameters shape = 2, scale = 0.001 and shape = 2, scale = 1/1200 for the right censored sample; Using Maximum Likelihood Method ...
3
votes
0answers
29 views

Missing Completely at Random MCAR

Many other stats packages have tests for MCAR but Mathematica doesn't seem to. Have a I missed something? If not what would a simple implementation in MMA look like. (disclaimer I'm new to MCAR ...
3
votes
3answers
93 views

Random bipartite graphs?

RandomGraph[{n,m}] generates a random graph with $n$ vertices and $m$ edges. I want to generate a random bipartite graph, like ...
1
vote
2answers
136 views
18
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1answer
292 views

What pseudo-random number generators are available to Mathematica users?

One would think I should be able answer the question I pose in the title for myself by reading the Documentation Center article ref/SeedRandom, but it's not so simple. That article does give a list ...
13
votes
2answers
467 views

Randomness test suites that can be invoked from Mathematica

There are several test suites referenced at csrc.nist.gov designed to test a (pseudo-)random byte sequence for randomness, and discover possible skews, correlations, patterns, or other hidden ...
1
vote
1answer
145 views

Bounded random walk

I have a random walk algorithm that I want to implement, but I am getting a recursion depth issue. I am making a list of points that Z particles can be in over the ...
4
votes
2answers
382 views

Colors associated to parts of a 3D distribution of points

Suppose we have a long list of random points (in Cartesian coordinates) in 3D space. coords := ...; Until now, I was associating colors in a radial way, from the ...
1
vote
1answer
94 views

Drawing a 3D Poisson Point Process with intensity $\lambda$

Can anyone suggest me a way of drawing a 3-dimensional Poisson Point Process (PPP) with intensity $\lambda$ in Mathematica. The points are located only in a half sphere. The 3-dimensional ball of ...
5
votes
2answers
94 views

Convergence data for Monte Carlo NIntegrate

I am using NIntegrate with Method -> "MonteCarlo" to evaluate a high dimensional integral. Is there a way I can obtain a list ...
10
votes
6answers
602 views

How do I randomly divide individuals into groups?

I would like to assign 'x' individuals to 'y' groups, randomly. For example, I would like to divide 50 individuals into 100 groups randomly. Of course, with more groups than individuals many of the ...
8
votes
2answers
535 views

Monte Carlo integration with random numbers generated from a Gaussian distribution

I want to do numerical integration of some functions using the Monte Carlo method. The default setting for the Monte Carlo method is to use a uniform distribution as far as I know. How can I change ...
6
votes
3answers
267 views

How can I create a random symmetric matrix in this way?

The most straight forward way for me to think about is like this: ...
4
votes
6answers
918 views

Randomly Multiply OR Divide by a Random Number?

I want that Mathematica decides randomly if a given variable, gets multiplied or divided by a random number in a given range. The "naive" idea to just use ...
1
vote
1answer
79 views

Random phases at each run in a wave superposition [closed]

I need to define a function which generates a random real number between 0 and $2\pi$, as a random phase constant for a wave superposition. The output should be different each time I re-run the code, ...
0
votes
2answers
62 views

generate “dynamic” random variables?

I have the following problem: I generated two random numbers ...
5
votes
2answers
230 views

How to generate a random pulsar graph between two points?

I am going crazy trying to create this. I am trying to create a pulsar graph that starts and ends on two points that have the same y smoothly along the x axis. The pulsar should have random valleys ...
5
votes
1answer
135 views

Find random $n$ combinations of values with a given sum

This problem is described in the related StackOverflow question: Find all combinations of coins when given some dollar value. I would like generate a list of $n$ combinations of values that sum up to ...
7
votes
4answers
234 views

How to generate two group of $n$ random numbers in $U(0,1)$ such that sum of these two groups equal? [closed]

I want to have two groups of $n$ random numbers $u_i$ and $v_i$ in $U(0,1)$, such that $\sum u_i = \sum v_i$ What I tried is: I can firstly get $u_i$ by ...
3
votes
1answer
138 views

Random Variate generating strange results when using ProbabilityDistribution

I have created a probability distribution that follows a general normal distribution, given by: $$ \frac{b *e^{-\left(\frac{\sqrt{(x-u )^2}}{a }\right)^{b }}}{2 a \Gamma \left(\frac{1}{b }\right)} ...
6
votes
0answers
78 views

RandomPoint works with a 2D ImplicitRegion but fails for any higher dimension

This is inspired by this answer which features code that I cannot get to work at all, and I tried to figure out why. It boils down to using the function ...
7
votes
1answer
151 views

Why is Random faster than RandomReal?

As of version 6, Random[] was superseded by RandomReal[ ] etc, but both still work perfectly well. Playing with some timing ...
7
votes
1answer
79 views

RandomPoint fails with a large enough number of points

Bug introduced in 10.2.0 and fixed in 10.3.1. RandomPoint is new in 10.2.0. I have defined a simple ellipsoidal parametric region: ...