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Re: RANDOMN function [message #86500 is a reply to message #86499]

Thu, 14 November 2013 07:12

Russell Ryan
Messages: 122
Registered: May 2012

Senior Member

There are lies, damned lies, and statistics.

On Thursday, November 14, 2013 9:46:01 AM UTC-5, Mats Löfdahl wrote:
> Den torsdagen den 14:e november 2013 kl. 14:59:11 UTC+1 skrev fd_...@mail.com:
>
>> Hi
>
>>
>
>> I used the RANDOMN function to add Gaussian noise to my data like this:
>
>>
>
>> noise=RANDOMN(seed,N)
>
>>
>
>> When I print, the mean values of RANDOMN(seed,N) I didn't get zero but something around 0.0337187.
>
>>
>
>> I expect to get something very very close to zero since the RANDOMN function returns normally-distributed, floating-points with a mean of zero. Is my assumption wrong? It's correct that the median is not zero?
>
>
>
> You will get better statistics the larger the set:
>
>
>
> IDL> for e=1,9 do print,e,10d^e,mean(randomn(seed,10d^e))
>
> 1 10.000000 0.0489258
>
> 2 100.00000 0.0172675
>
> 3 1000.0000 -0.0336368
>
> 4 10000.000 -0.00799687
>
> 5 100000.00 0.00208867
>
> 6 1000000.0 -0.00101986
>
> 7 10000000. -0.000105310
>
> 8 1.0000000e+08 0.000104068
>
> 9 1.0000000e+09 2.46072e-05

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[Message index]

		RANDOMN function By: fd_luni on Thu, 14 November 2013 05:59
		Re: RANDOMN function By: Mats Löfdahl on Thu, 14 November 2013 06:46
		Re: RANDOMN function By: Russell Ryan on Thu, 14 November 2013 07:12
		Re: RANDOMN function By: fd_luni on Thu, 14 November 2013 07:25
		Re: RANDOMN function By: Russell Ryan on Thu, 14 November 2013 10:19
		Re: RANDOMN function By: fd_luni on Thu, 14 November 2013 07:15
		Re: RANDOMN function By: Mats Löfdahl on Thu, 14 November 2013 07:38
		Re: RANDOMN function By: Craig Markwardt on Thu, 14 November 2013 07:47
		Re: RANDOMN function By: fd_luni on Thu, 14 November 2013 08:50

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