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Re: RANDOMN function [message #86504 is a reply to message #86501]

Thu, 14 November 2013 07:47

Craig Markwardt
Messages: 1869
Registered: November 1996

Senior Member

On Thursday, November 14, 2013 10:15:54 AM UTC-5, fd_...@mail.com wrote:
>> You will get better statistics the larger the set:
...
>
> Well, I don't see what you mean to be honest.

According to probability theory, the *expectation* mean value is zero.

However, you are dealing with statistical theory as well, not just probability, because you are sampling a random variable. Do you expect flipping 1000 coins to always produce *exactly* 500 heads and 500 tails? No. There will be some variation.

The average of N random variables is also a random variable. You will get a different answer if you take an average of new random samples.

According to statistics theory, the *sample* mean value will tend to zero, but only as the number of samples becomes very large. The expected standard deviation of the mean value of N gaussians with unit variance is 1.0/SQRT(N).

Based on the value you reported, I'm going to guess you were averaging about 1000 gaussians, right?

Craig

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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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