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MathGroup Archive 2004

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Re: Re: populate a list with random numbers fromnormal distribution?

  • To: mathgroup at smc.vnet.net
  • Subject: [mg49989] Re: [mg49963] Re: [mg49855] populate a list with random numbers fromnormal distribution?
  • From: Tomas Garza <tgarza01 at prodigy.net.mx>
  • Date: Mon, 9 Aug 2004 04:29:30 -0400 (EDT)
  • References: <200408070752.DAA07857@smc.vnet.net>
  • Sender: owner-wri-mathgroup at wolfram.com

The problem is, both the normal and the Poisson distributions have an
infinite range (even if you may have a very small probability outside the 3
or 4 standard deviations away from the mean).
Tomas
----- Original Message ----- 
From: "sean_incali" <sean_incali01 at yahoo.com>
To: mathgroup at smc.vnet.net
Subject: [mg49989] [mg49963] Re: [mg49855] populate a list with random numbers
fromnormal distribution?


> 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: "Tomas Garza" <tgarza01 at prodigy.net.mx>
> > Cc: <mathgroup at smc.vnet.net>
> > Sent: Thursday, August 05, 2004 12:15 AM
> > Subject: [mg49989] [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: [mg49989] [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
> > > > >
> > > > >
> > > >
> > > >
> > > >
> > >
> > >
> > >
> > >
> > >
> > >
> > > __________________________________
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> >
> >
>
>
>
>
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