Thursday, July 11, 2013

Patterned randomness


"But the result bears another suspicious element. Of more practical relevance here is the following severe problem about non-randomness. Even the fathers of statistical science forgot that a random series of runs need not exhibit a pattern to look random; as a matter of fact data that is perfectly patternless would be extremely suspicious and appear to be man-made. A single random run is bound to exhibit some pattern - if one looks hard enough. Note that Professor Pearson was among the first scholars who were interested in creating artificial random data generators, tables one could use as inputs for various scientific and engineering simulations (the precursors of our Monte Carlo simulator). The problem is that they did not want these tables to exhibit any form of regularity. Yet real randomness does not look random!"


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