What is Random: Definition and 1000 Discussions

In common parlance, randomness is the apparent or actual lack of pattern or predictability in events. A random sequence of events, symbols or steps often has no order and does not follow an intelligible pattern or combination. Individual random events are, by definition, unpredictable, but if the probability distribution is known, the frequency of different outcomes over repeated events (or "trials") is predictable. For example, when throwing two dice, the outcome of any particular roll is unpredictable, but a sum of 7 will tend to occur twice as often as 4. In this view, randomness is not haphazardness; it is a measure of uncertainty of an outcome. Randomness applies to concepts of chance, probability, and information entropy.
The fields of mathematics, probability, and statistics use formal definitions of randomness. In statistics, a random variable is an assignment of a numerical value to each possible outcome of an event space. This association facilitates the identification and the calculation of probabilities of the events. Random variables can appear in random sequences. A random process is a sequence of random variables whose outcomes do not follow a deterministic pattern, but follow an evolution described by probability distributions. These and other constructs are extremely useful in probability theory and the various applications of randomness.
Randomness is most often used in statistics to signify well-defined statistical properties. Monte Carlo methods, which rely on random input (such as from random number generators or pseudorandom number generators), are important techniques in science, particularly in the field of computational science. By analogy, quasi-Monte Carlo methods use quasi-random number generators.
Random selection, when narrowly associated with a simple random sample, is a method of selecting items (often called units) from a population where the probability of choosing a specific item is the proportion of those items in the population. For example, with a bowl containing just 10 red marbles and 90 blue marbles, a random selection mechanism would choose a red marble with probability 1/10. Note that a random selection mechanism that selected 10 marbles from this bowl would not necessarily result in 1 red and 9 blue. In situations where a population consists of items that are distinguishable, a random selection mechanism requires equal probabilities for any item to be chosen. That is, if the selection process is such that each member of a population, say research subjects, has the same probability of being chosen, then we can say the selection process is random.According to Ramsey theory, pure randomness is impossible, especially for large structures. Mathematician Theodore Motzkin suggested that "while disorder is more probable in general, complete disorder is impossible". Misunderstanding this can lead to numerous conspiracy theories. Cristian S. Calude stated that "given the impossibility of true randomness, the effort is directed towards studying degrees of randomness". It can be proven that there is infinite hierarchy (in terms of quality or strength) of forms of randomness.

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  1. O

    Random choosing of objects from a Normal distribution

    Let's say I have a very large number of objects with some property which is Normally distributed. If I choose a subset of these objects randomly, will those objects have the property Normally distributed too? If the answer is yes, can it be proven? Thanks
  2. M

    Generating a Random Number from an array for a blackjack simulator-Matlab

    Generating a Random Number from an array for a blackjack simulator--Matlab I have a homework problem where I have to generate a single hand of blackjack to a player and allow the player to hit or hold. I'm ahving trouble generating the random card. My attempt: x =...
  3. M

    PMF for the sum of random variables

    For a sum of two independent uniform discrete random variables, Z = X + Y, what is the probability mass function of Z? X and Y both take on values between 1 and L I know that for the sum of independent rv's the PMF is a convolution so... Ʃ(1/k)(1/n-k) from k = 1 to L but I'm wondering...
  4. V

    CDF of a function of 2 random variables

    Homework Statement Two toys are started at the same time each with a different battery. The first battery has a lifetime that is exponentially distributed with mean 100 min; the second battery has a lifetime that is Rayleigh-distributed with a mean 100 minutes. a) Find the CDF to the time...
  5. S

    Mean of a square of a random variable

    Homework Statement If Z has a standard gaussian distribution then what is the distribution of Z2 and what is its mean? The Attempt at a Solution Let T = Z2 Then we can get that pdf T = e-T/2(1+1/T) x (1/√(2∏T) I am not sure if this is correct and don't know how to find the...
  6. M

    PMF of Y for Exponential Random Variable

    for a random variable X with parameter λ, Y = m if m < X < m + 1 what is pmf of Y? it's basically asking for P[m< X < m+1] i know how to solve this for P[m < X < m + 1] ... it would be e-λm - e-λ(m+1) because P[a < X < b] = Fx(b) - Fx(a) and i know the PDF of an exponential random variable...
  7. M

    How to correct for random measurement error?

    I am building an iPhone app where the iPhone is just going to sit on my desk measuring the distance to Earth's core. I will build a calibration function into my app to reduce the variation in the estimate. How, then, should I go about calibrating it?
  8. G

    The inverse of uniform random variable

    Hi all I'm looking for solving this problem to find the closed form solution if it is possible: Y=\frac{1}{X} Where X is uniform random variable > 0 I know the expected value for X which is \overline{X} is there a method to find the expected value of Y which is \overline{Y} in term of...
  9. W

    Mgf of a random variable with added constant

    Hey, I have a pdf of a random variable Z given. I am being asked to calculate what the moment generating function of a r.v Y= Z + c will be where c is a constant in ℝ I tried to calculate it in the following way: \int^∞_0 e^{(z+c)t} f(z+c)dz where f(z) is an exponential pdf with...
  10. X

    Diffusion coefficient in diffusion equation and random walk ?

    Hi all: Now I have a question about the concept of diffusion coefficient in two cases: the diffusion equation (J=DdT/dx) and the random walk (tao^2=6Dt). My quesion is the two D in two equations are the same or different. If they are different, is there any relationship between them? Best Xu
  11. P

    Schroedinger equation and random walks

    I have a masters degree in probability and statistics but am new to quantum physics. I have been reading an elementary text about the Schroedinger equation and I keep thinking that the Heisenberg Uncertainty Principle could emerge from a random walk that has the characteristic that as the...
  12. M

    Q function (gaussian random variable)

    For X ~ N(μ, σ), what is P[|X-μ] < σ] in terms of the Q function? I know that P[|X-μ] < σ] can be decomposed into P[X > -σ + μ] + P[X < σ + μ] I'm not sure what to do next. i know P[X < σ + μ] can be expressed as 1 - phi(σ + μ - μ / σ) = Q(1), but I'm not sure how to approach P[X > -σ + μ]. I...
  13. M

    Probability of X being greater than Y for independent uniform variables

    Let X and Y be independent and uniform on {1, 2, ... M} Find P(X > Y) so i know that P(X = x) = 1/M and P(Y = y) = 1/M i don't understand how Find P(X > Y) = (M+1)/2M
  14. H

    Generating random characters from strings

    Homework Statement Write a program that takes a positive integer N and a string as command line arguments (N is assumed to be smaller than the length of the string). The program should pick N random characters from the string and construct and print a new string composed of these random...
  15. G

    Convergence in probability of the sum of two random variables

    Homework Statement X, Y, (X_n)_{n>0} \text{ and } (Y_n)_{n>0} are random variables. Show that if X_n \xrightarrow{\text{P}} X and Y_n \xrightarrow{\text{P}} Y then X_n + Y_n \xrightarrow{\text{P}} X + Y Homework Equations If X_n \xrightarrow{\text{P}} X then...
  16. M

    Why my random experiment has a log normal distribution?

    Hi, I am confused with the results of a seemingly simple simulation that is generating a log normally distributed output. Please see the attached results file. Simulation: I have built a Scratch program that randomly picks six letters from a group of six letters (A, B, C, D, E & E). The...
  17. M

    Normally distributed random variable and probability

    Homework Statement The top-selling Red and Voss tire is rated 60000 miles, which means nothing. In fact, the distance the tires can run until wear-out is a normally distributed random variable with a mean of 70000 miles and a standard deviation of 5000 miles. A: What is the probability that...
  18. H

    Independent random varables with common expectation and variance

    Homework Statement Suppose X1 , X2 , . . . , Xn are independent random variables, with common expectation μ and variance σ^2 . Let Sn = X1 + X2 + · · · + Xn . Find the variance of Sn. The attempt at a solution Expected value: E[S_n] = n E[X_i] = n\mu \hspace{10 cm} (1)...
  19. S

    Statistics: Proofs and Problems for Random Variables and their Distributions

    Homework Statement Before I get started here I have one really quick basic question: Lets say I want the probability that an survives two hours, and that the probability an engine will fail in any given hour is .02. Then I can get 1 - .02 - .98(.02) = .9604. This is found by a geometric...
  20. K

    Random function coupled to a non-random function question.

    Hello and thank you in advance for anyone taking time to respond. I working on formulating a theory for elastodynamics, but my statistics is admittedly weak. I'm trying to find a relationship between a non random function and a random function, for example, the covariance. <A(x)B(y)>=some...
  21. P

    Random variable, expected value,Variance

    Hi. I choose randomly a one word, and I decided to choose a word blue. Let random variable x be a length of the word blue. What is expected value and variance of a word blue? So, random variable x = 4. E(X) = Ʃ xi fX(xi) i:xi∈S x1 + x2 + x3 + x4 = 10. expected value =...
  22. I

    Find Density Functions of X, Y, Z Variates

    The random variable X assumes the values 1,2,3 and 4 with equal probability. Find the density functions of the following variates: Attempted solutions: X 1 2 3 4 Pr(X) 1/4 1/4 1/4 1/4 a) Y=1-2X Y -1 -3 -5 -7 Pr(Y) 1/4 1/4 1/4 1/4 b) Z= X/(X+1) Z...
  23. X

    Random Question about designing parts

    Hello all! So if I wanted to make and order a part to a device I am designing, where would I go to do that? I know this may seem like a weird question but here is my situation. My brother has two graphics cards in his computer and there is a VERY thin space between them, and because of that...
  24. I

    What are the Probability Densities for Discrete Random Variable Z?

    Let X be a discrete random variable that can assume the values -1, 0,1,2,3,4 with the probabilities 1/6, 1/12, 1/6, 1/4, 1/12, 1/4. Find the probability densities of the following random variables: a) Z= X^2 + 1 h(y)= f(g^-1(y)) Attempted Solution X= -1 0 1 2 3 4 Z=...
  25. J

    When photons hit metals, does the electron created go in a random direction?

    Some metals generate electrons when photons hit them, If so then what direction will the electron go into, will it be random and the uncertainty principle and quantum randomness. Or will it go in a direction relative to the point of impact from the photon, So if you shot a photon at an atom...
  26. H

    Function of a random variable and conditioning

    Ok, since nobody answered my last problem, I simplify. :) Let Z = γ1X1 + γ2X2, where the gammas are just constants p(Z) = exp(Z)/(1 + exp(Z)) X1 and X2 are bivariate normal and put Y = α + β1X1 + β2X2 + ε where ε ~ N(0,σ). Now, we want to find f(p(Z)|X1,Y). In this case, is it legal...
  27. R

    Distribution of Difference of 2 2nd Degree Non-Central Chi Squared RVs

    Distribution of difference of two second degree non central chi squared random variables. This problem can be cast as an indefinite quadratic form for which there are a number of general numerical techniques to determine the CDF. Alternatively, it may be written as a linear combination of...
  28. M

    Difficult random walk modeling

    Hi guys, I'm doing some thinking about random walk. Imagine there is a bounded 2D plane and a single spawn point. The spawn produces units which must bring in minerals scattered around the spawn. The locations of minerals are not known, so the units diffuse randomly away from the spawn...
  29. L

    Probability random vector, transformation

    Homework Statement Let f(x,y) = e^(-x-y), 0<x< infinity, 0<y<infinity, zero elsewhere, be the pdf of X and Y. Then if Z = X + Y, compute P(Z<=0), P(Z,<=6), and, more generally P(Z<=z), for 0<z<infinity. What is the pdf of Z? Homework Equations P(x,y) = ∫∫(f(x,y) dxdy The Attempt...
  30. A

    Clarifying the Use of 'Try to Imagine' vs. 'Try Imagining

    I know this probably isn't the best place to ask this question but here goes anyways lol What's wrong with the next sentence/ "What do you feel when you see a smoke detector? Do you ever feel like an astronaut? No? Well, the next time you see one, try to imagine that it's part of your...
  31. X

    Statistics question Continous Random Variables

    Homework Statement 1) Let X have the p.d.f f(x) = 3(1-x)2, 0≤x<1. Compute: a) P(0.1 < X < 0.5) etc... 2) Find the mean and variance, and determine the 90th percentile , of each of the distributions given by the following densities: a) f(x) 2x, 0≤0<0 etc.. 3) Find the 50th...
  32. J

    Probabilities of Random Guessing

    Hello, I am a student in high school and I possesses a keen proclivity for mathematics and physics. A contentious topic of discussion has come up among my friends, and I seek some assistance in resolving it. A few days ago in my AP Chemistry class, the instructor told us that were we to...
  33. S

    A question in random variables and random processes

    attached in a file. I will be grateful for some help here. Thanks :smile:
  34. Barnak

    Random angles on the interval [0, 2Pi]

    Using Mathematica, I need to define a discrete probability distribution of N equally spaced angles on the interval [0, 2Pi], which isn't exactly uniform. More precisely, I need the distribution to feature a "Poisson-like" behavior : the angles should be randomly selected by random "packs"...
  35. J

    Do particles really emerge from the vacuum at random?

    Everyone knows that particle-antiparticle pairs are supposed to be able to spontaneously pop into existence from "nothing", exist whilst the uncertainty principle allows it, then recombine and annihilate. Is it really spontaneous though, or has any thought been given towards whether this is...
  36. C

    Density function for continuous random variables

    For the density function for random variable Y: f(y) = cy^2 for 0<= y <= 2; 0 elsewhere We are asked to find the value of c. I did a definite integral from 0 to 2 of cy^2. I get c = 3/8. Why would the book show an answer of c = 1/8? Is this an error on their part or am I missing something...
  37. S

    Conditional PDF with multiple random variables

    Homework Statement D = (L + E) / S Where L, E, and S are mutually independent random variables that are each normally distributed. I need to find (symbolically), the conditional PDF f(d|s). Homework Equations The Attempt at a Solution Not sure what to do with so many...
  38. S

    Negative Binomial random variable

    Data is collected on the number of fish caught per day on a month long fishing expedition. It is hypothesised that the data are consistent with a negative Binomial random variable ,X , starting at 0, so that X~Neg Bin(k,p) where E[X]=k(1-p)/p and Var =k(1-p)/p^2 . However, before a hypothesis...
  39. S

    Probability density function of a function of a random variable

    Hello everyone! I am stuck in my research with a probability density function problem.. I have 'Alpha' which is a random variable from 0-180. Alpha has a uniform pdf equal to 1/180. Now, 'Phi' is a function of 'Alpha' and the relation is given by, Phi = (-0.000001274370471*Alpha^4) +...
  40. C

    Expected values for random variables

    I am stuck on the following problem: Five items are to be sampled from a large lot of samples. The inspector doesn't know that three of the five sampled items are defective. They will be tested in randomly selected order until a defective item is found, at which point the entire lot is...
  41. D

    Is energy conserved in Minkowski space with a time-varying electric field?

    A friend and I had an interesting thought and would like to know if it has any consequences. It is a well known fact that a time-varying electric field is non-conservative, it has a time-dependent Hamiltonian, blah, blah, blah, blah. I'll give this a standard treatment to set up the punchline...
  42. G

    Given a random number from 0-3, return a random number from 0-6

    This is actually for a program, but the challenging part is really the math. So you're given a number 0, 1, 2, or 3 and the probability of getting each is the same. Now given this random number, I need to output a number 0, 1, 2, 3, 4, 5, or 6 but the probability of getting each number needs to...
  43. E

    Random Variable Measurability w.r.t. Sigma Fields

    Hello everyone, I'm having a little trouble with a probability problem with three parts; I think I'm having trouble wrapping my head around just what's going on here. If anyone could give me a starting point, I'd appreciate it. Here's the problem (Billingsley 5.1) (X a random variable)...
  44. R

    Random Shock From Water Heater / Geyser

    Dear Friends and Senior Members , I am from India, Asia and we have the 240 V electrical system. We also have Geyser / Water Heater installed in our home 2 Nos. From the past 2 months I observe that sometimes, really sometimes the water heater installed in my room gives shock, I mean the...
  45. T

    Markov Chain - Random Walk

    Suppose X is a random walk with probability P(X_k=+1)=p and P(X_k=-1)=q=1-p and S_n=X_1+X_2+...+X_n Can anyone explain why does line 3 equal to line 4? P(S_k-S_0≠0 ,S_k-S_1≠0 ,…,S_k-S_{k-1}≠0) =P(X_k+X_{k-1}+⋯+X_1≠0 ,X_k+X_{k-1}+⋯+X_2≠0 ,…,X_k≠0) =P( X_k≠0 ,X_k+X_{k-1}≠0...
  46. R

    Joint probability for an infinite number of random variables,

    Hi, I have the following question : How do we estimate the joint probability Pr(X_1, ... X_n) when n \rightarrow \infty ? Thanks a lot.
  47. J

    Let X be a continuous random variable. What value of b minimizes E (|X-b|)? Giv

    Let X be a continuous random variable. What value of b minimizes E(|X-b|)? Giv Homework Statement Let X be a continuous random variable. What value of b minimizes E(|X-b|)? Give the derivation The Attempt at a Solution E(|X - b|) E[e - \bar{x}] = E(X) E(|E[e - \bar{x}] - b|)...
  48. J

    Conditions on random variable to satisfy limit property

    Homework Statement The problem is to find sufficient and preferably also necessary conditions on random variable X such that its characteristic function g(x) satisfies the limit property: \lim_{t\to0}\frac{1-g(\lambda t)}{1-g(t)}=\lambda^2 I may assume X is symmetric around 0, so the...
  49. C

    Comparing Independent Random Flips: Normal vs. Binomial Distribution

    Which of the following is more likely to be generated using independent random flips? Explain. Pls help! Thanks!
  50. T

    Finding g on unknown planet given only total time and a random height

    Homework Statement Been working on this for the past hour or so and seem to be going in circles; finally decided to call in the cavalry: You land on an unknown planet somewhere in the universe that clearly has weaker gravity than Earth. To measure g on this planet you do the following...
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