Search results
Results from the WOW.Com Content Network
A randomness test (or test for randomness), in data evaluation, is a test used to analyze the distribution of a set of data to see whether it can be described as random (patternless). In stochastic modeling , as in some computer simulations , the hoped-for randomness of potential input data can be verified, by a formal test for randomness, to ...
The financial markets use stochastic models to represent the seemingly random behaviour of various financial assets, including the random behavior of the price of one currency compared to that of another (such as the price of US Dollar compared to that of the Euro), and also to represent random behaviour of interest rates.
The maximum period of lagged Fibonacci generators depends on the binary operation .If addition or subtraction is used, the maximum period is (2 k − 1) × 2 M−1.If multiplication is used, the maximum period is (2 k − 1) × 2 M−3, or 1/4 of period of the additive case.
White test is a statistical test that establishes whether the variance of the errors in a regression model is constant: that is for homoskedasticity. This test, and an estimator for heteroscedasticity-consistent standard errors, were proposed by Halbert White in 1980. [1]
Intuitively, an extractor takes a weakly random n-bit input and a short, uniformly random seed and produces an m-bit output that looks uniformly random. The aim is to have a low d {\displaystyle d} (i.e. to use as little uniform randomness as possible) and as high an m {\displaystyle m} as possible (i.e. to get out as many close-to-random bits ...
A random 32×32 binary matrix is formed, each row a 32-bit random integer. The rank is determined. That rank can be from 0 to 32, ranks less than 29 are rare, and their counts are pooled with those for rank 29. Ranks are found for 40000 such random matrices and a chi square test is performed on counts for ranks 32, 31, 30 and ≤ 29.
When bootstrap aggregating is performed, two independent sets are created. One set, the bootstrap sample, is the data chosen to be "in-the-bag" by sampling with replacement.
In computing, a roundoff error, [1] also called rounding error, [2] is the difference between the result produced by a given algorithm using exact arithmetic and the result produced by the same algorithm using finite-precision, rounded arithmetic. [3]