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Random Variate
In probability and statistics, a random variate or simply variate is a particular outcome of a ''random variable'': the random variates which are other outcomes of the same random variable might have different values (random numbers). A random deviate or simply deviate is the difference of random variate with respect to the distribution central location (e.g., mean), often divided by the standard deviation of the distribution (i.e., as a standard score). Random variates are used when simulating processes driven by random influences (stochastic processes). In modern applications, such simulations would derive random variates corresponding to any given probability distribution from computer procedures designed to create random variates corresponding to a uniform distribution, where these procedures would actually provide values chosen from a uniform distribution of pseudorandom numbers. Procedures to generate random variates corresponding to a given distribution are known as p ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Probability
Probability is the branch of mathematics concerning numerical descriptions of how likely an Event (probability theory), event is to occur, or how likely it is that a proposition is true. The probability of an event is a number between 0 and 1, where, roughly speaking, 0 indicates impossibility of the event and 1 indicates certainty."Kendall's Advanced Theory of Statistics, Volume 1: Distribution Theory", Alan Stuart and Keith Ord, 6th Ed, (2009), .William Feller, ''An Introduction to Probability Theory and Its Applications'', (Vol 1), 3rd Ed, (1968), Wiley, . The higher the probability of an event, the more likely it is that the event will occur. A simple example is the tossing of a fair (unbiased) coin. Since the coin is fair, the two outcomes ("heads" and "tails") are both equally probable; the probability of "heads" equals the probability of "tails"; and since no other outcomes are possible, the probability of either "heads" or "tails" is 1/2 (which could also be written ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Probability Space
In probability theory, a probability space or a probability triple (\Omega, \mathcal, P) is a mathematical construct that provides a formal model of a random process or "experiment". For example, one can define a probability space which models the throwing of a die. A probability space consists of three elements:Stroock, D. W. (1999). Probability theory: an analytic view. Cambridge University Press. # A sample space, \Omega, which is the set of all possible outcomes. # An event space, which is a set of events \mathcal, an event being a set of outcomes in the sample space. # A probability function, which assigns each event in the event space a probability, which is a number between 0 and 1. In order to provide a sensible model of probability, these elements must satisfy a number of axioms, detailed in this article. In the example of the throw of a standard die, we would take the sample space to be \. For the event space, we could simply use the set of all subsets of the sample ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Deviation (statistics)
In mathematics and statistics, deviation is a measure of difference between the observed value of a variable and some other value, often that variable's mean. The sign of the deviation reports the direction of that difference (the deviation is positive when the observed value exceeds the reference value). The magnitude of the value indicates the size of the difference. Types A deviation that is a difference between an observed value and the ''true value'' of a quantity of interest (where ''true value'' denotes the Expected Value, such as the population mean) is an error. A deviation that is the difference between the observed value and an ''estimate'' of the true value (e.g. the sample mean; the Expected Value of a sample can be used as an estimate of the Expected Value of the population) is a residual. These concepts are applicable for data at the interval and ratio levels of measurement. Unsigned or absolute deviation In statistics, the absolute deviation of an element of a ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Pseudo-random Number Sampling
Non-uniform random variate generation or pseudo-random number sampling is the numerical practice of generating pseudo-random numbers (PRN) that follow a given probability distribution. Methods are typically based on the availability of a uniformly distributed PRN generator. Computational algorithms are then used to manipulate a single random variate, ''X'', or often several such variates, into a new random variate ''Y'' such that these values have the required distribution. The first methods were developed for Monte-Carlo simulations in the Manhattan project, published by John von Neumann in the early 1950s. Finite discrete distributions For a discrete probability distribution with a finite number ''n'' of indices at which the probability mass function ''f'' takes non-zero values, the basic sampling algorithm is straightforward. The interval [0, 1) is divided in ''n'' intervals [0, ''f''(1)), [''f''(1), ''f''(1) + ''f''(2)), ... The width of in ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Random Number Generation
Random number generation is a process by which, often by means of a random number generator (RNG), a sequence of numbers or symbols that cannot be reasonably predicted better than by random chance is generated. This means that the particular outcome sequence will contain some patterns detectable in hindsight but unpredictable to foresight. True random number generators can be '' hardware random-number generators'' (HRNGS) that generate random numbers, wherein each generation is a function of the current value of a physical environment's attribute that is constantly changing in a manner that is practically impossible to model. This would be in contrast to so-called "random number generations" done by ''pseudorandom number generators'' (PRNGs) that generate numbers that only look random but are in fact pre-determined—these generations can be reproduced simply by knowing the state of the PRNG. Various applications of randomness have led to the development of several different metho ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Floating-point Arithmetic
In computing, floating-point arithmetic (FP) is arithmetic that represents real numbers approximately, using an integer with a fixed precision, called the significand, scaled by an integer exponent of a fixed base. For example, 12.345 can be represented as a base-ten floating-point number: 12.345 = \underbrace_\text \times \underbrace_\text\!\!\!\!\!\!^ In practice, most floating-point systems use base two, though base ten (decimal floating point) is also common. The term ''floating point'' refers to the fact that the number's radix point can "float" anywhere to the left, right, or between the significant digits of the number. This position is indicated by the exponent, so floating point can be considered a form of scientific notation. A floating-point system can be used to represent, with a fixed number of digits, numbers of very different orders of magnitude — such as the number of meters between galaxies or between protons in an atom. For this reason, floating-poin ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Pseudorandom Number
A pseudorandom sequence of numbers is one that appears to be statistically random, despite having been produced by a completely deterministic and repeatable process. Background The generation of random numbers has many uses, such as for random sampling, Monte Carlo methods, board games, or gambling. In physics, however, most processes, such as gravitational acceleration, are deterministic, meaning that they always produce the same outcome from the same starting point. Some notable exceptions are radioactive decay and quantum measurement, which are both modeled as being truly random processes in the underlying physics. Since these processes are not practical sources of random numbers, people use pseudorandom numbers, which ideally have the unpredictability of a truly random sequence, despite being generated by a deterministic process. In many applications, the deterministic process is a computer algorithm called a pseudorandom number generator, which must first be provided wi ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Hardware Random Number Generator
In computing, a hardware random number generator (HRNG) or true random number generator (TRNG) is a device that generates random numbers from a physical process, rather than by means of an algorithm. Such devices are often based on microscopic phenomena that generate low-level, statistically random "noise" signals, such as thermal noise, the photoelectric effect, involving a beam splitter, and other quantum phenomena. These stochastic processes are, in theory, completely unpredictable for as long as an equation governing such phenomena is unknown or uncomputable. This is in contrast to the paradigm of pseudo-random number generation commonly implemented in computer programs. A hardware random number generator typically consists of a transducer to convert some aspect of the physical phenomena to an electrical signal, an amplifier and other electronic circuitry to increase the amplitude of the random fluctuations to a measurable level, and some type of analog-to-digital conv ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Floating Point
In computing, floating-point arithmetic (FP) is arithmetic that represents real numbers approximately, using an integer with a fixed precision, called the significand, scaled by an integer exponent of a fixed base. For example, 12.345 can be represented as a base-ten floating-point number: 12.345 = \underbrace_\text \times \underbrace_\text\!\!\!\!\!\!^ In practice, most floating-point systems use base two, though base ten (decimal floating point) is also common. The term ''floating point'' refers to the fact that the number's radix point can "float" anywhere to the left, right, or between the significant digits of the number. This position is indicated by the exponent, so floating point can be considered a form of scientific notation. A floating-point system can be used to represent, with a fixed number of digits, numbers of very different orders of magnitude — such as the number of meters between galaxies or between protons in an atom. For this reason, floating-poin ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Almost Surely
In probability theory, an event is said to happen almost surely (sometimes abbreviated as a.s.) if it happens with probability 1 (or Lebesgue measure 1). In other words, the set of possible exceptions may be non-empty, but it has probability 0. The concept is analogous to the concept of "almost everywhere" in measure theory. In probability experiments on a finite sample space, there is no difference between ''almost surely'' and ''surely'' (since having a probability of 1 often entails including all the sample points). However, this distinction becomes important when the sample space is an infinite set, because an infinite set can have non-empty subsets of probability 0. Some examples of the use of this concept include the strong and uniform versions of the law of large numbers, and the continuity of the paths of Brownian motion. The terms almost certainly (a.c.) and almost always (a.a.) are also used. Almost never describes the opposite of ''almost surely'': an event that h ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Closed Interval
In mathematics, a (real) interval is a set of real numbers that contains all real numbers lying between any two numbers of the set. For example, the set of numbers satisfying is an interval which contains , , and all numbers in between. Other examples of intervals are the set of numbers such that , the set of all real numbers \R, the set of nonnegative real numbers, the set of positive real numbers, the empty set, and any singleton (set of one element). Real intervals play an important role in the theory of integration, because they are the simplest sets whose "length" (or "measure" or "size") is easy to define. The concept of measure can then be extended to more complicated sets of real numbers, leading to the Borel measure and eventually to the Lebesgue measure. Intervals are central to interval arithmetic, a general numerical computing technique that automatically provides guaranteed enclosures for arbitrary formulas, even in the presence of uncertainties, mathematical a ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Uniform Distribution (continuous)
In probability theory and statistics, the continuous uniform distribution or rectangular distribution is a family of symmetric probability distributions. The distribution describes an experiment where there is an arbitrary outcome that lies between certain bounds. The bounds are defined by the parameters, ''a'' and ''b'', which are the minimum and maximum values. The interval can either be closed (e.g. , b or open (e.g. (a, b)). Therefore, the distribution is often abbreviated ''U'' (''a'', ''b''), where U stands for uniform distribution. The difference between the bounds defines the interval length; all intervals of the same length on the distribution's support are equally probable. It is the maximum entropy probability distribution for a random variable ''X'' under no constraint other than that it is contained in the distribution's support. Definitions Probability density function The probability density function of the continuous uniform distribution is: : f(x)=\begin ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
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