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MathGroup Archive 2004

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Re: Re: populate a list with random numbers from normal distribution?

  • To: mathgroup at smc.vnet.net
  • Subject: [mg49969] Re: [mg49963] Re: [mg49855] populate a list with random numbers from normal distribution?
  • From: DrBob <drbob at bigfoot.com>
  • Date: Sun, 8 Aug 2004 05:37:56 -0400 (EDT)
  • References: <200408070752.DAA07857@smc.vnet.net>
  • Reply-to: drbob at bigfoot.com
  • Sender: owner-wri-mathgroup at wolfram.com

Look up RandomArray in Help, and use the built-in distributions.

Bobby

On Sat, 7 Aug 2004 03:52:33 -0400 (EDT), sean_incali <sean_incali01 at yahoo.com> wrote:

> Hi.
>
> I hate it when i ask a question and not sound clear. I'm sure it's
> frustrating for those who are really making efforts to help me out.
>
> let me try this.
>
>
> --- Tomas Garza <tgarza01 at prodigy.net.mx> wrote:
>
>> Sean,
>> Back to first principles: the normal distribution is a continuous
>> distribution. Hence, a list of whatever integers can't possibly come
>> from a
>> normal distribution.
>
>
> Right. I understand this now due to you and many others who tirelessly
> pointed out my errors. (bless them all, lol)
>
>
>> Sampling from a normal distribution will produce
>> integers only with probability zero. You may, of course, define any
>> distribution which will produce integers in the range you desire.
>> E.g., a
>> discrete uniform distribution which assigns probability 1/90000 to
>> each
>> integer in the range {10000,99999}, or any other distribution.
>> Sampling from
>> this distribution once and again will have a constant mean and
>> variance.
>
> Yes this is kinda what i wanted.   Only reason I wanted to use the
> integers is because of the issues raised previously, and because i
> didn't understand them fully.
>
> I wanted to pick the integers from a distribution in a range and then
> scale the integers  to make real numbers.
>
> You said the discrete uniform distribution will pick intergers in the
> range {10000,99999}, or any other distribution.
>
> Will it do normal or poissonian distribution in that range? if so how
> do I implement that?
>
>
>
>> Did
>> I understand your problem correctly?
>>
>
> I believe so.
>
> To add more information if it will help...
>
> I'm basically doing a perturbation analysis where i'm making random
> perturbation to certain inputs into a system. and I woudl like to have
> statistical information about the perturbation. (such as variance and
> standard deviation and mean)
>
> then once I have perturbed the system, i would like to take an
> output(s) and do the same statistical analysis to see what the system
> did.
>
> which is why it was important to generate same variance and the mean
> consistently because i will be performign this over and over. (if i
> change the mean, std dev, and variance of inputs then the output will
> be different also)
>
> I hope i have made my questions more understandable.
>
> thanks much in advance
>
> sean
>
>> Tomas
>> ----- Original Message -----
>> From: "sean kim" <sean_incali at yahoo.com>
To: mathgroup at smc.vnet.net
> To: mathgroup at smc.vnet.net
>> To: "Tomas Garza" <tgarza01 at prodigy.net.mx>
>> Cc: <mathgroup at smc.vnet.net>
>> Sent: Thursday, August 05, 2004 12:15 AM
>> Subject: [mg49969] [mg49963] Re: [mg49855] populate a list with random numbers
>> fromnormaldistribution?
>>
>>
>> > Hi tomas
>> >
>> > What I wanted to do is to pick sets of random Integers
>> > in the ranges {10000, 99999} from the Normal
>> > distribution such that, the mean is 50000 and the
>> > standard deviation is 25000.
>> >
>> > or is that not normal distribution? will that be a
>> > custom distribution?
>> >
>> > if that isn't possible, then I want to pick set of
>> > random intgers ranging from {10000, 99999} such that
>> > the variance and the mean and standard deviation do
>> > not change across different runs.
>> >
>> > I think i'm supposed to use SeedRandom here but this
>> > caused me problems also.
>> >
>> > so I need to design a routine that will pick random
>> > integers in a given range with a given distribution
>> > with the SAME mean, std dev/ and variances across
>> > different runs or simulations.
>> >
>> > any insights will be truly appreciated.
>> >
>> >
>> > sean
>> >
>> >
>> >
>> > > > l1 = Table[Random[NormalDistribution[50000,25000],
>> > > Integer, {10000, 99999}], {1000}];
>> >
>> > --- Tomas Garza <tgarza01 at prodigy.net.mx> wrote:
>> >
>> > > Check your syntax. Look at the following:
>> > >
>> > > In[1]:=
>> > > << "Statistics`"
>> > >
>> > > In[2]:=
>> > > dist = NormalDistribution[50000, 25000];
>> > >
>> > > In[4]:=
>> > > Table[Random[dist], {10}]
>> > > Out[4]=
>> > > {26975.950556122647, 58550.03432245862,
>> > >   90456.47272543506, 73888.28476391576,
>> > >   52046.50992913155, 72675.80052590193,
>> > >   48593.27989475152, 78918.83089186646,
>> > >   96303.52480806905, 69543.82643195332}
>> > >
>> > > What, then, do you mean by the variance of the above
>> > > table?
>> > >
>> > > Tomas Garza
>> > > Mexico City
>> > > ----- Original Message -----
>> > > From: "sean kim" <sean_incali at yahoo.com>
To: mathgroup at smc.vnet.net
> To: mathgroup at smc.vnet.net
>> > > To: <mathgroup at smc.vnet.net>
>> > > Sent: Wednesday, August 04, 2004 9:46 AM
>> > > Subject: [mg49969] [mg49963] [mg49855] populate a list with random
>> > > numbers from normal
>> > > distribution?
>> > >
>> > >
>> > > > hello group.
>> > > >
>> > > > I looked at the help browser but i can't figure
>> > > this out. I weant to
>> > > > make a list of random numbers sampled from a
>> > > normal distribution
>> > > >
>> > > > In[90]:=
>> > > Needs["Statistics`ContinuousDistributions`"]
>> > > >
>> > > > l1 = Table[Random[NormalDistribution[50000,25000],
>> > > Integer, {10000,
>> > > > 99999}], {1000}];
>> > > >
>> > > > Variance[l1]//N
>> > > > StandardDeviation[l1]//N
>> > > >
>> > > >
>> > > > From In[90]:=
>> > > > Random::"randt":
>> > > > Type specification NormalDistribution[50000,
>> > > 25000] in
>> > > > <<1>> should be Real, Integer, or Complex.
>> > > >
>> > > > Out[92]=
>> > > > 0.
>> > > > Out[93]=
>> > > > 0.
>> > > >
>> > > > thanks in advance for any insights
>> > > >
>> > > > sean
>> > > >
>> > > >
>> > >
>> > >
>> > >
>> >
>> >
>> >
>> >
>> >
>> >
>> > __________________________________
>> > Do you Yahoo!?
>> > Y! Messenger - Communicate in real time. Download now.
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>> >
>>
>>
>>
>
>
>
> 		
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-- 
DrBob at bigfoot.com
www.eclecticdreams.net


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