Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
RE: st: sequence of random values is repeated as I re-run code
From
Nick Cox <[email protected]>
To
"'[email protected]'" <[email protected]>
Subject
RE: st: sequence of random values is repeated as I re-run code
Date
Fri, 4 Feb 2011 14:39:35 +0000
Using the "true random numbers" is still basing your actions on a physical theory that the series really is, or should be, structureless noise, and they are not even pure from nature. In what I take to be Sergiy's own words:
"This service samples atmospheric noise via radio tuned to an unused
broadcasting frequency together with a skew correction algorithm due to John von Neumann."
It seems to be a choice between one set of assumptions that statistical people in practice take on trust assuming that some expert knows their field and another set of assumptions about which the same can be said.
Nick
[email protected]
Sergiy Radyakin
On Fri, Feb 4, 2011 at 7:07 AM, Prado De Castro Alfaiate, Jorge
<[email protected]> wrote:
>
> 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...
>
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
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/