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    Randomness

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    audreeeotisss
    There are two main types of random numbers: truly random numbers which are generated from random physical phenomena like coin flips or radioactive decay, and pseudorandom numbers which are generated algorithmically from a starting seed value in a deterministic way. While pseudorandom numbers are not truly random, they can approximate the properties of random numbers and have benefits like speed and reproducibility. A simple early pseudorandom number generator was the middle-square method which squared and extracted digits from a seed number, but all sequences from this method eventually repeat. For simulations, pseudorandom numbers are tested statistically to evaluate their randomness.

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    Randomness

    Uploaded by

    audreeeotisss
    8 views2 pages
    There are two main types of random numbers: truly random numbers which are generated from random physical phenomena like coin flips or radioactive decay, and pseudorandom numbers which are generated algorithmically from a starting seed value in a deterministic way. While pseudorandom numbers are not truly random, they can approximate the properties of random numbers and have benefits like speed and reproducibility. A simple early pseudorandom number generator was the middle-square method which squared and extracted digits from a seed number, but all sequences from this method eventually repeat. For simulations, pseudorandom numbers are tested statistically to evaluate their randomness.

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    Statistics and random numbers

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    There are two main types of random numbers: truly random numbers which are generated from random physical phenomena like coin flips or radioactive decay, and pseudorandom numbers which are generated algorithmically from a starting seed value in a deterministic way. While pseudorandom numbers are not truly random, they can approximate the properties of random numbers and have benefits like speed and reproducibility. A simple early pseudorandom number generator was the middle-square method which squared and extracted digits from a seed number, but all sequences from this method eventually repeat. For simulations, pseudorandom numbers are tested statistically to evaluate their randomness.

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    © All Rights Reserved
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    Download as pdf or txt
    8 views2 pages

    Randomness

    Uploaded by

    audreeeotisss
    There are two main types of random numbers: truly random numbers which are generated from random physical phenomena like coin flips or radioactive decay, and pseudorandom numbers which are generated algorithmically from a starting seed value in a deterministic way. While pseudorandom numbers are not truly random, they can approximate the properties of random numbers and have benefits like speed and reproducibility. A simple early pseudorandom number generator was the middle-square method which squared and extracted digits from a seed number, but all sequences from this method eventually repeat. For simulations, pseudorandom numbers are tested statistically to evaluate their randomness.

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    Simulation Course Notes Professor Linda Weiser Friedman

    Modeling Random Phenomena

    Random Numbers

    Truly Random Numbers. May use coin flips, dice, roulette wheel, etc. [Sidebar: Are coin flips
    truly random? How can we determine?] In reality, this method generally measures some
    physical phenomenon that is expected to be random (e.g., radioactive decay or any source of
    “noise”). May have to compensate for possible biases in the measurement process.

    Ever wonder where the numbers in the Random Numbers Table at the back of your statistics
    book came from? These tables wer produced starting in 1947 by the Rand Corporation, using an
    electronic simulation of a roulette wheel attached to a computer, the results of which were
    then carefully filtered and tested before being used to generate the table. The RAND table was
    an important breakthrough in delivering random numbers, because such a large and carefully
    prepared table had never before been available. It was eventually published in book form - A
    Million Random Digits with 100,000 Normal Deviates, RAND Corporation, 1955.

    Pseudorandom numbers. A pseudorandom number generator is an algorithm for generating a


    sequence of numbers whose properties approximate the properties of sequences of random
    numbers. The sequence is not truly random, but is deterministic, because it is completely
    determined by an initial value, the seed (which may include truly random values).

    PRNG
    RN RN

    Why not just use truly random numbers?


     Speed
     Reproducibility

    Pseudorandom numbers are also used in cryptography.

    Periodicity. Depending on the algorithm used, and the size of the seed, there is a finite period
    during which the RNs generated are repetition-free. After that the sequence repeats.

    Randomness in Simulations 1
    Simulation Course Notes Professor Linda Weiser Friedman

    Example of a Simple Pseudorandom Number Generator.

    Middle-square method, an early pseudorandom number generator. A very early PRNG, used by
    John von Neumann as early as 1946, is known as the middle-square method. The algorithm is as
    follows, for each iteration:
    1. Get a RN of n digits, where n is even.
    2. Square it, and add zeros to the left to form a sequence of 2n digits.
    3. Extract the middle n digits as the new RN
    For example, squaring the number "1111" yields "1234321", which can be written as
    "01234321", an 8-digit number being the square of a 4-digit number. This gives "2343" as the
    new "random" number. Repeating this procedure gives "4896" as the next result, and so on.
    Von Neumann used 10 digit numbers for this algorithm on an ENIAC computer.

    A problem with the middle-square method is that all sequences eventually repeat themselves,
    some very quickly (such as "0000"). Von Neumann was aware of this, but he found the
    approach sufficient for his purposes, and was worried that mathematical "fixes" would simply
    hide errors rather than remove them.

    Properties of a good PRNG.


     Numbers generated should be random. (er, they should appear to be random, i.e., they
    should act like random numbers)
     Numbers generated should be reproducible.
     Algorithm should be fast
     Efficient use of computer resources (time, space)
     Long period before cycling
     Should not degenerate to the same number over and over again. This sometimes
    happens with the number 0000.

    Testing.
    How do we know that the “random” numbers generated by a PRNG are random? We know that
    they are NOT since they can be predicted with certainty.

    RNs generated in this way are tested for randomness (and lack of a pattern) using a several
    statistical tests including, e.g., goodness of fit with the Uniform distribution.

    [Sidebar: There has been a lot of controversy over the PRNG used for the RAND() function in MS
    Excel. Apparently, even after repeated “fixes” it still failed to demonstrate randomness and
    reproducibility. Somewhat better since the 2010 version, but still has issues.]

    Randomness in Simulations 2

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