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Random Variate
In probability and statistics, a random variate or simply variate is a particular outcome or ''realization'' 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 a 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 distribut ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Probability
Probability is a branch of mathematics and statistics concerning events and numerical descriptions of how likely they are to occur. The probability of an event is a number between 0 and 1; the larger the probability, the more likely an event is to occur."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, . This number is often expressed as a percentage (%), ranging from 0% to 100%. 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 as 0.5 or 50%). These concepts have been given an axiomatic mathematical formaliza ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Measurable Function
In mathematics, and in particular measure theory, a measurable function is a function between the underlying sets of two measurable spaces that preserves the structure of the spaces: the preimage of any measurable set is measurable. This is in direct analogy to the definition that a continuous function between topological spaces preserves the topological structure: the preimage of any open set is open. In real analysis, measurable functions are used in the definition of the Lebesgue integral. In probability theory, a measurable function on a probability space is known as a random variable. Formal definition Let (X,\Sigma) and (Y,\Tau) be measurable spaces, meaning that X and Y are sets equipped with respective \sigma-algebras \Sigma and \Tau. A function f:X\to Y is said to be measurable if for every E\in \Tau the pre-image of E under f is in \Sigma; that is, for all E \in \Tau f^(E) := \ \in \Sigma. That is, \sigma (f)\subseteq\Sigma, where \sigma (f) is the σ-algeb ... [...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 ... [...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 is generated that cannot be reasonably predicted better than by random chance. This means that the particular outcome sequence will contain some patterns detectable in hindsight but impossible to foresee. True random number generators can be ''Hardware random number generator, hardware random-number generators'' (HRNGs), 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), which generate numbers that only look random but are in fact predetermined—these generations can be reproduced simply by knowing the state of the PRNG. Various applications of randomness have led to the development of different methods for ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Floating-point Arithmetic
In computing, floating-point arithmetic (FP) is arithmetic on subsets of real numbers formed by a ''significand'' (a Sign (mathematics), signed sequence of a fixed number of digits in some Radix, base) multiplied by an integer power of that base. Numbers of this form are called floating-point numbers. For example, the number 2469/200 is a floating-point number in base ten with five digits: 2469/200 = 12.345 = \! \underbrace_\text \! \times \! \underbrace_\text\!\!\!\!\!\!\!\overbrace^ However, 7716/625 = 12.3456 is not a floating-point number in base ten with five digits—it needs six digits. The nearest floating-point number with only five digits is 12.346. And 1/3 = 0.3333… is not a floating-point number in base ten with any finite number of digits. In practice, most floating-point systems use Binary number, base two, though base ten (decimal floating point) is also common. Floating-point arithmetic operations, such as addition and division, approximate the correspond ... [...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. Pseudorandom number generators are often used in computer programming, as traditional sources of randomness available to humans (such as rolling dice) rely on physical processes not readily available to computer programs, although developments in hardware random number generator technology have challenged this. 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 r ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Hardware Random Number Generator
In computing, a hardware random number generator (HRNG), true random number generator (TRNG), non-deterministic random bit generator (NRBG), or physical random number generator is a device that generates random numbers from a physical process capable of producing entropy, unlike a pseudorandom number generator (PRNG) that utilizes a deterministic algorithm and non-physical nondeterministic random bit generators that do not include hardware dedicated to generation of entropy. Many natural phenomena generate low-level, statistically random "noise" signals, including thermal and shot noise, jitter and metastability of electronic circuits, Brownian motion, and atmospheric noise. Researchers also used the photoelectric effect, involving a beam splitter, other quantum phenomena, and even the nuclear decay (due to practical considerations the latter, as well as the atmospheric noise, is not viable except for fairly restricted applications or online distribution services). Wh ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Floating Point
In computing, floating-point arithmetic (FP) is arithmetic on subsets of real numbers formed by a ''significand'' (a signed sequence of a fixed number of digits in some base) multiplied by an integer power of that base. Numbers of this form are called floating-point numbers. For example, the number 2469/200 is a floating-point number in base ten with five digits: 2469/200 = 12.345 = \! \underbrace_\text \! \times \! \underbrace_\text\!\!\!\!\!\!\!\overbrace^ However, 7716/625 = 12.3456 is not a floating-point number in base ten with five digits—it needs six digits. The nearest floating-point number with only five digits is 12.346. And 1/3 = 0.3333… is not a floating-point number in base ten with any finite number of digits. In practice, most floating-point systems use base two, though base ten (decimal floating point) is also common. Floating-point arithmetic operations, such as addition and division, approximate the corresponding real number arithmetic operations ... [...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 (with respect to the probability measure). In other words, the set of outcomes on which the event does not occur has probability 0, even though the set might not be empty. The concept is analogous to the concept of "almost everywhere" in measure theory. In probability experiments on a finite sample space with a non-zero probability for each outcome, there is no difference between ''almost surely'' and ''surely'' (since having a probability of 1 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, the continuity of the paths of Brownian motion, and the infinite monkey theorem. The terms almost certai ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Closed Interval
In mathematics, a real interval is the set of all real numbers lying between two fixed endpoints with no "gaps". Each endpoint is either a real number or positive or negative infinity, indicating the interval extends without a bound. A real interval can contain neither endpoint, either endpoint, or both endpoints, excluding any endpoint which is infinite. For example, the set of real numbers consisting of , , and all numbers in between is an interval, denoted and called the unit interval; the set of all positive real numbers is an interval, denoted ; the set of all real numbers is an interval, denoted ; and any single real number is an interval, denoted . Intervals are ubiquitous in mathematical analysis. For example, they occur implicitly in the epsilon-delta definition of continuity; the intermediate value theorem asserts that the image of an interval by a continuous function is an interval; integrals of real functions are defined over an interval; etc. Interval arithm ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Uniform Distribution (continuous)
In probability theory and statistics, the continuous uniform distributions or rectangular distributions are a family of symmetric probability distributions. Such a 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 (i.e. ,b/math>) or open (i.e. (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 \dfrac & ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Real Number
In mathematics, a real number is a number that can be used to measure a continuous one- dimensional quantity such as a duration or temperature. Here, ''continuous'' means that pairs of values can have arbitrarily small differences. Every real number can be almost uniquely represented by an infinite decimal expansion. The real numbers are fundamental in calculus (and in many other branches of mathematics), in particular by their role in the classical definitions of limits, continuity and derivatives. The set of real numbers, sometimes called "the reals", is traditionally denoted by a bold , often using blackboard bold, . The adjective ''real'', used in the 17th century by René Descartes, distinguishes real numbers from imaginary numbers such as the square roots of . The real numbers include the rational numbers, such as the integer and the fraction . The rest of the real numbers are called irrational numbers. Some irrational numbers (as well as all the rationals) a ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
