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Re: st: sequence of random values is repeated as I re-run code
From
Sergiy Radyakin <[email protected]>
To
[email protected]
Subject
Re: st: sequence of random values is repeated as I re-run code
Date
Fri, 4 Feb 2011 09:29:20 -0500
On Fri, Feb 4, 2011 at 7:07 AM, Prado De Castro Alfaiate, Jorge
<[email protected]> wrote:
> Dear statalisters,
>
> I still could not understand why, but I found out that the same sequence of random values is created when I re-run my code.
>
> Each time a random value is created Stata is supposed to get that random number by using a complicated function of time and date (with high precision), leading to a near-random number, right?
>
> But then I do not understand how the same random numbers may come out again...
>
Hello Jorge,
I guess you have discovered the fundamental truth about random number
generation in Stata (and all the other packages and programming
languages for that matter).The random number generation is implemented
with a pseudo-random number generator, which repeats the same sequence
over and over again, and that sequence appears to be random to the
naked eye, but it is of course not. For practical matters the
following properties are particularly notable: it has a repetition
cycle, and a sophisticated guesser equipped with a calculator, good
memory and a prior knowledge of the previous few observations of the
rnds can predict with 100% certainty what's coming next.
Being able to reproduce the same sequence of random numbers is often
important during software development for testing and making sure the
software behaves properly.
For true random numbers, see the -truernd- command recently posted to SSC.
http://ideas.repec.org/c/boc/bocode/s457232.html
Best regards,
Sergiy Radyakin
> Anyone knows why this might be happening?
>
> Best,
>
> Jorge
>
> Jorge Prado de Castro Alfaiate
> PhD student,
> Department of Economics,
> University of Essex
> email: [email protected]
>
>
>
> *
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> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
*
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