HDTenEightyP/NetNews huggingface dataset:
From: petry@zermelo.math.washington.edu (David Petry)
Newsgroups: sci.math.symbolic
Subject: Re: "shut up and deal the cards"
Date: 25 Dec 92 00:12:34 GMT
Article-I.D.: u.1992Dec25.001234.21234
Organization: University of Washington, Mathematics, Seattle

In article <Bzs70r.B1B@news.cso.uiuc.edu> Richard J. Gaylord <gaylord@ux1.cso.uiuc.edu> writes:
>i figured out a way to deal a bridge hand that's more than three times
>faster than the  version i posted a littel while ago.. 
>
>deck = Flatten[Outer[List,{c,d,h,s},Join[Range[2,10],{J,Q,K,A}]],1];
>
>SeedRandom[2]
>Timing[Partition[Transpose[Sort[Transpose[{Table[Random[],{52}],
>deck}]]][[2]],13];]
>{0.166667 Second, Null}
>
>SeedRandom[2]
> Timing[Partition[Map[#[[2]]&,
>Sort[Array[{Random[],#}&,52]]]/.Thread[Range[52]->deck],13];]
>{0.516667 Second, Null}
>


In any programming language other than Mathematica, I would write a
function to randomize the elements of a list as follows:


randomize[L_] := Module[{a,b,k,p=L}, 
			For[k=Length[L],k>1,k--,
				b=Random[Integer,{1,k}];
				a=p[[k]];
				p[[k]]=p[[b]];
				p[[b]]=a];
			p]


But, my tests show that my function is about 5 times slower than the
function Mr. Gaylord gives us, and (by actual tests) almost a thousand
times slower than the same program written in C.


>the speed comes (i think) because i directly create the list
>{...{Random[], card}...} and use Transpose rather than a replacement rule
>(once again reaffirming the efficiency of functional programming.)


From the clever solutions to this problem that have been posted, I gather
that good Mathematica programmers must learn a bunch of slick tricks to
write reasonably efficient programs.  That bothers me.

Does anyone have any comments?



David Petry
From: jaffer@zurich.ai.mit.edu (Aubrey Jaffer)
Newsgroups: sci.math.symbolic
Subject: jacal1a0 computer algebra system available
Date: 24 Dec 92 01:48:49
Organization: M.I.T. Artificial Intelligence Lab.
NNTP-Posting-Host: camelot.ai.mit.edu

This message announces the availability of JACAL release jacal1a0.

JACAL is a symbolic mathematics system for the simplification and
manipulation of equations and single and multiple valued algebraic
expressions constructed of numbers, variables, radicals, and algebraic
functions, differential, and holonomic functions.  In addition,
vectors and matrices of the above objects are included.

JACAL is written in Scheme.  A version of Scheme (IEEE P1178 and R4RS
compliant) written in C is available with JACAL.  SCM runs on Amiga,
Atari-ST, MacOS, MS-DOS, OS/2, NOS/VE, VMS, Unix and similar systems.

JACAL source is available via FTP (detailed instructions follow) from:
altdorf.ai.mit.edu:archive/scm/jacal1a0.tar.Z (or later revision).

SLIB is a portable scheme library which JACAL requires:
altdorf.ai.mit.edu:archive/scm/slib1c3.tar.Z

SCM is a small Scheme implementation under which JACAL will run.
altdorf.ai.mit.edu:archive/scm/scm4a15.tar.Z

  ftp altdorf.ai.mit.edu [18.43.0.246] (anonymous)
  bin
  cd archive/scm
  get jacal1a0.tar.Z
  get slib1c3.tar.Z
  get scm4a15.tar.Z

`jacal1a0.tar.Z' is a compressed tar file of the JACAL Scheme code.
`slib1c3.tar.Z' is a compressed tar file of a Scheme Library.
`scm4a15.tar.Z' is a compressed tar file of the C code distribution.

Remember to use binary mode when transferring the files.
Be sure to get and read the GNU General Public License (COPYING).
It is included in scm4a15.tar.Z and jacal1a0.tar.Z.
From: rclark@lpl.arizona.edu (Richard Clark x4971)
Newsgroups: sci.math.symbolic
Subject: mathematica ?? feature or bug
Date: 2 Jan 93 12:56:31 GMT
Distribution: usa
Organization: Lunar & Planetary Laboratory, Tucson AZ.


I recently noticed the following feature in mathematica. I define a
function (rexpand) to carry out an expansion to a desired order. The
value of 'order' passed to the function is replaced with the global value
read from input. (of course this gave the results I was wanting, I just
noticed the error in the script a couple of days ago.)

So how would I write rexpand so that the value of order_ passed to it
is used instead of the global value?

I am running mathematica interactively and read the following with << as
the first thing I do in the session.
I am using mathematica version 1.2 on a Sun4

---------------------------
(* r(theta) expansions *)
order = Input["order for expansions "]
(* #27.1 from ZT *)
rexpand[l_,ll_,t_,order_] = l (1 + Sum[ ll[2 n] LegendreP[2 n,t],{n,0,order}])
r$a = rexpand[a,aa,0,3]         (* '3' is the value for order_ *)
r$s = rexpand[s,ss,Cos[th],3]
-------------------------------

Richard Clark
rclark@lpl.arizona.edu
Newsgroups: sci.math
From: icdocherty@cix.compulink.co.uk (Ian Docherty)
Subject: Re: Pi and math in general
Reply-To: icdocherty@cix.compulink.co.uk
Date: Sun, 3 Jan 1993 15:12:00 +0000


 TITLE: Pi and math in general

> Can someone post some information on how to calculate Pi please. (preferably
> something more precise than 22/7)

The most recent method for calculating pi was used by Tamura and
Kanada for their calculation to 16 million places.

The calculation goes around an infinite loop, each time around the
loop approximately doubles the number of correct digits. 19 times
around the loop gives pi correct to over 1 million decimal places!

INITIAL VALUES

        A = 1
        X = 1
        B = 1 / root(2)
        C = 1 / 4

LOOP:
        Y = A
        A = (A + B) / 2
        B = root(B * Y)
        C = C - X * (A - Y) * (A - Y)
        X = 2 * X
        print the value of (A + B) * (A + B) / (4 * C)
        repeat from LOOP

Where 'root' means take the square root

Ian.
Xref: sparky sci.math:17370 sci.physics:21675
From: paul@mtnmath.UUCP (Paul Budnik)
Newsgroups: sci.math,sci.physics
Subject: Re: Bayes' theorem and QM
Date: 23 Dec 92 17:27:22 GMT
Followup-To: sci.math
Organization: Mountain Math Software, P. O. Box 2124, Saratoga. CA 95070

In article <1992Dec20.050544.21716@galois.mit.edu>, jbaez@riesz.mit.edu (John C. Baez) writes:
] In article <1992Dec18.134107.24536@oracorp.com> daryl@oracorp.com (Daryl McCullough) writes:
] > [...]
] >When you say that quantum mechanics is fundamentally probabilistic, do
] >you mean (A) QM is a probabilistic theory with no known deterministic
] >completion, or (B) QM is a probabilistic theory that is known *not* to
] >have a deterministic completion?
] 
] Neither, since I'm not interested in so-called "completions" of
] quantum mechanics, which is already complete enough for me.

This is an intriguing statement. Perhaps my proof that quantum mechanics
is an incomplete theory will change your mind assuming no one finds
any flaws in it.

] [...] 
] Less tersely: in classical mechanics, in a pure state one can calculate
] a numerical value for every observable; an ideal measurement of this
] observable should give this number as an answer.  Probability
] distributions for the value of an observable are only different from
] delta functions in the case of mixed states (i.e., states in which one
] doesn't know a maximal amount of information about what's going on, as
] are used in statistical mechanics.)  We can say that probability theory
] is only needed classically if you have some ignorance about what the
] system is up to.  In quantum mechanics, even in a pure state one can
] only calculate a probability distribution for the value of an
] observable, and generically this is not a delta function, but has
] nonzero "dispersion" or standard deviation. [...]

The same thing effectively happens in chaotic classical systems.
In theory we can compute a value for every observable, but such a
computations is, from a practical standpoint, not possible even with
perfect information of the initial state. It seems likely
to me that some form of deterministic chaos also underlys the seemingly
fundamental nature of probability in quantum mechanics.

Paul Budnik
Newsgroups: sci.math
From: jbaez@riesz.mit.edu (John C. Baez)
Subject: Re: Philosophy of Pi
Organization: MIT Department of Mathematics, Cambridge, MA
Date: Mon, 21 Dec 92 19:08:38 GMT

In article <1992Dec18.204929.24397@sifon.cc.mcgill.ca> rags@triples.math.mcgill.ca (Robert A. G. Seely) writes:
>In article <DREIER.92Dec18094157@durban.berkeley.edu> dreier@durban.berkeley.edu (Roland Dreier) writes:
>ove.
>>
>> ..., it is a very open question as to whether every integer
>>appears in the decimal expansion of Pi.  This is called the Goldbach
>>conjecture, and I'm not aware of any real progress toward a solution.
>>--
>>Roland Dreier                                        dreier@math.berkeley.edu
>
>Goldbach Conjecture: Every even no is the sum of (odd) primes.
>
>How does this relate to the above?  (What am I missing here?)

Ask rather what Dreier is missing.  His "very open question," while
indeed wide open, is not called the Goldbach conjecture.  It's called
the "does every integer appear in the decimal expansion of Pi?"
conjecture - apparently no mathematician wanting to be publicly
associated with such a useless question.  :-)
Newsgroups: sci.math
From: Clayten_Hamacher@mindlink.bc.ca (Clayten Hamacher)
Subject: Pi and math in general
Organization: MIND LINK! - British Columbia, Canada
Date: Sun, 27 Dec 1992 16:38:50 GMT

Can someone post some information on how to calculate Pi please. (preferably
something more precise than 22/7)

Also, can someone who teaches (or has just gone through some beginning
(university level) math courses recomend some reading for me. I would like to
progress a little faster than my school as they are still reviewing
fractions..

--

Clayten_Hamacher@Mindlink.bc.ca                 Land of the rising snow.
Newsgroups: sci.math,comp.edu,misc.education
From: hrubin@pop.stat.purdue.edu (Herman Rubin)
Subject: Re: Education crisis (was RE: how much math...)
Organization: Purdue University Statistics Department
Date: Wed, 30 Dec 1992 13:52:48 GMT

In article <1hr5fjINN972@mirror.digex.com> kfl@access.digex.com (Keith F. Lynch) writes:
>In article <PRENER.92Dec12015805@prener.watson.ibm.com> prener@watson.ibm.com (Dan Prener) writes:
>> Little kids learn much faster. ...
>> But the fact that little kids' learning capacity is so much greater
>> than that of older people ...

>Is there any evidence for this?  It goes against my experience.

There is evidence on both sides of this.  It was claimed that children
can learn a language must faster than adults.  It does seem the case
that adults rarely learn to pronounce the way children learn, and there
is some evidence, including brain activity evidence, that children 
acquire grammar at least differently than adults.  On the other hand,
an adult taking a strongly grammar-based foreign language course will
get a considerably larger vocabulary in one year than the vocabulary
of an eight-year-old.  But much of this may come from the type of
analysis which the adult can make due to experience, but the child
cannot.  It is also possible that the current teaching methods, which
concentrate on memorizing definitions, contributes to not thinking in
the new language.  

For mathematical concepts, we do have the observation that the current
teachers cannot learn what the children can learn.  My own opinion, based
on observations of students from sophomores to PhD students, is that the
learning of methods, excessive formalism, and special cases interferes
with the learning of concepts.  Again, memorizing the definitions, and
even memorizing proofs, does not teach the concepts; they are learned
only when they can be used in new situations.  I believe that children
in the early grades, even first grade, can learn the use of variables
and the structure of the integers.  Success at teaching this seems to
deteriorate rapidly, although there may be adverse selection after the
high school algebra course.

Both in languages, including computer languages, and in mathematics,
understanding the structure can facilitate learning the details, and
acquiring proficiency in their use.  I am not convinced that going the
other way is even that common, although it is essential for good original
research.  
-- 
Herman Rubin, Dept. of Statistics, Purdue Univ., West Lafayette IN47907-1399
Phone: (317)494-6054
hrubin@snap.stat.purdue.edu (Internet, bitnet)  
{purdue,pur-ee}!snap.stat!hrubin(UUCP)
Newsgroups: sci.math
From: seeta@eng.wayne.edu (Seetamraju UdayaBhaskar Sarma)
Subject: Re: A sequence matching puzzle
Reply-To: seeta@eng.wayne.edu
Organization: College of Engineering, Wayne State University, Detroit Michigan, USA
Date: Wed, 30 Dec 1992 02:35:11 GMT


The hypothesis below is true :-

Just consider n1, and n2.  define q1 = n1/HCF(n1,n2)  & identically, q2 = n2/HCF(n1,n2).

Then, it is easy to show, that  C (as defined below) is >  min(q1,q2).

Now, it takes min(q1,q2) steps in the `sequence' defined for n1 and n2 to reach a
common `number'... 

Generalize this for any pair of numbers n3, n4, that also `generate' the number C, via
the expression provided by prashant...  and U will see C > min (all pairs of n1, n2)

HTP...

Not a particularly appealing problem though...

Seetamraju Udaya Bhaskar Sarma
(email : seetam @ ece7 . eng . wayne . edu)
In article 28M@vuse.vanderbilt.edu, waknispv@necs.Vanderbilt.EDU (Prashant V. Waknis) writes:
-+>Consider any two pairs of numbers. (n1, n2) and (n3, n4). 
-+>Let (n1 * n2)/ (n1 +n2) = (n3 *n4) / (n3 + n4) = C.
-+>
-+>For example, n1 = 12, n2  = 60, n3 = 15, n4 = 30.
-+>
-+>Now, look at the following chart.
-+>
-+>12 | 0    12    24    36   48      60 ....
-+>60 | 0                             60 ....
-+>-------------------------------------------
-+>15 | 0       15    30     45       60  ....
-+>30 | 0             30              60  ....
-+>
-+>Can you see how the chart is made? Basically, starting with 0, each 
-+>the sequences are constructed.
-+>Now try to match the numbers  (on the right of the |s) that are above 
-+>the horizontal line to the once that are  below  the horizontal line. 
-+>The rule is the following.
-+>Assume that the numbers start appearing on the scene  from left to right (in
-+>increasing order)
-+>
-+>So, in the above example,
-+>all zeros appear first, get matched to other zeros above/below the line.
-+>12 comes, waits till 15 comes (for 3 time units), they match up. 
-+>24 comes, waits till 30 comes (for 6 time units), and matches to one 
-+>of the 30s.
-+>Remaining 30 waits for 6 units, and matches to 36.
-+>45 waits for 48 (3 units) and they match up.
-+>All 60s match. 
-+>The cycle repeats.
-+>
-+>My hypotheis is, in this matching, the max. waiting period (in this case 6)
-+>can't exceed C ( =  (n1 * n2)/ (n1 +n2), in this case 10).
-+>
-+>Is this hypothesis right? Can somebody prove/disprove it?
-+>
-+>
-+>-- Prashant
-+>(waknispv@vuse.vanderbilt.edu)
-+>
-+>
-+>
From: mg78@cunixb.cc.columbia.edu (Michel Gelobter)
Newsgroups: sci.math.stat
Subject: Re: . . . in WWII Dollars
Date: 3 Jan 93 03:12:23 GMT
Reply-To: mg78@cunixb.cc.columbia.edu (Michel Gelobter)
Organization: Columbia University

There are a number of ways of doing this, but almost all the standard ones
use the annually published Statistical Abstract of the United States, and track 
the Producer Price Index, various GNP deflators, or the Consumer Price Index.

Methods for adjusting dollars are explained therein. 
Newsgroups: sci.math.stat
From: hrubin@pop.stat.purdue.edu (Herman Rubin)
Subject: Re: Robust chi-squared routine?
Organization: Purdue University Statistics Department
Date: Mon, 21 Dec 1992 17:17:22 GMT

In article <CTHOMBOR.92Dec18122658@tern.lcs.mit.edu> cthombor@theory.lcs.mit.edu (Clark D. Thomborson) writes:

>   From: mbk@gibbs.ucsd.edu (Matt Kennel)

>   Is a chisquared test appropriate for a situation where the
>   number of bins is very large, but the expected value per bin is
>   quite a bit smaller than 1?

I would raise the question of whether the chi-squared test is ever a
good procedure to use if there is a large number of bins.  I do not
mean the chi-squared approximation, but using that test itself.  One
should choose the test according to the evaluation of the alternatives,
and there are usually far more powerful ones.
-- 
Herman Rubin, Dept. of Statistics, Purdue Univ., West Lafayette IN47907-1399
Phone: (317)494-6054
hrubin@snap.stat.purdue.edu (Internet, bitnet)  
{purdue,pur-ee}!snap.stat!hrubin(UUCP)
From: clerc@masg6.epfl.ch (Annick Clerc)
Newsgroups: sci.math.stat
Subject: Robustness and ancillarity with asymmetric error distribution
Keywords: robustness, ancillarity, asymmetric, GLMs
Date: 23 Dec 92 15:37:38 GMT
Organization: Ecole Polytechnique Federale de Lausanne


Hi,

I am interested in robustness in applications which involve asymmetric
distribution (like gamma or weibull distribution). Is there someone
who has heard about recent studies about this subject ?

Secondly, is there someone who knows recent papers about ancillarity
connected with survival analysis and GLMs ? 

Thank you at everybody who will respond. 

Annick

-- 

-------------------------------------------------------------------------------
Annick CLERC BEROD  
Swiss Federal Institute of Technology
DMA-Ecublens                                      e-mail : clerc@masg26.epfl.ch
CH-1015 Lausanne (Switzerland)
-------------------------------------------------------------------------------
Newsgroups: sci.math.stat
From: mg78@cunixb.cc.columbia.edu (Michel Gelobter)
Subject: How to plot Lorenz curves:  Inquiry.
Reply-To: mg78@cunixb.cc.columbia.edu (Michel Gelobter)
Organization: Columbia University
Distribution: usa
Date: Wed, 23 Dec 1992 13:44:43 GMT

I am looking for a way to plot a Lorenz curve.

Does anyone know of a routine to do this in any software package?

If you recall, a Lorenz curve is the function F(x)=y for 0<x<1 and is 
used to graph income distributions for example (GINI distributions).

Thus as you go up the x-axis, expressed as percentage of the population, you
also rise on the y-axis, expressed as percentage of wealth controlled by
that percentage of the population.  The curve allows you to see the 
extent of the concentration of wealth, or other things, like rare events.

In any case, it is difficult to estimate, and I was wondering if anyone knew
of a package that does it.

I will post replies in a summary.  Thanks!
From: mg78@cunixb.cc.columbia.edu (Michel Gelobter)
Newsgroups: sci.math.stat
Subject: Lorenz Curves -- last try.
Date: 3 Jan 93 03:14:00 GMT
Reply-To: mg78@cunixb.cc.columbia.edu (Michel Gelobter)
Organization: Columbia University

I am looking for a way to plot a Lorenz curve.

Does anyone know of a routine to do this in any software package?

If you recall, a Lorenz curve is the function F(x)=y for 0<x<1 and is 
used to graph income distributions for example (GINI distributions).

Thus as you go up the x-axis, expressed as percentage of the population, you
also rise on the y-axis, expressed as percentage of wealth controlled by
that percentage of the population.  The curve allows you to see the 
extent of the concentration of wealth, or other things, like rare events.

In any case, it is difficult to estimate, and I was wondering if anyone knew
of a package that does it.

I will post replies in a summary.  Thanks!
From: posse@masg6.epfl.ch (Christian Posse)
Newsgroups: sci.math.stat
Subject: Robustness with asymmetric distributions
Keywords: Robustness, ancillary statistics
Date: 23 Dec 92 09:02:38 GMT
Organization: Swiss Federal Institute of Technology

Hi !

I would like to know if someone have heard about applications
(and studies) of robustness for asymmetric error distributions
(in fact for long-tail distributions like weibull or gamma).


Secondly, I would like to know if it exists studies on survival
analysis and GLM models connected with ancillary statistics.


Many thanks in advance for all your help in this.

Christian

-------------------------------------------------------------------------------
     ____/  __  /  ____/   /   Christian POSSE
    /      /   /  /       /    Swiss Federal Institute of Technology
   ____/  ____/   ____/  /     DMA-Ecublens                                   
  /      /       /      /      CH-1015 Lausanne (Switzerland)
_____/ _/      _/     _____/   
  			       e-mail : posse@masg6.epfl.ch  or
					posse@dma.epfl.ch

 ... Trying to establish voice contact ... please yell into keyboard ....
-------------------------------------------------------------------------------
Organization: Penn State University
Date: Sat, 2 Jan 1993 13:29:41 EST
From: <RHG@psuvm.psu.edu>
Newsgroups: sci.math.stat
Subject:  . . . in World War II dollars

I struck the mother load when I asked for a formula to convert World
War II dollars to dollars of the 1990s, allowing for inflation.  I
see it's not so easy as I thought.

But I received a lot of suggestions, and will follow them up in the
next week or two.  A few of you asked me to post what I decide to do,
and I shall.

A few others asked me to be more specific.  Ok.  A certain torpedo cost
$10,000 in 1943.  A $100 reward was offered by the Navy to anyone who
would find lost torpedoes.  Mobilizing scientists (through OSRD) in
1941 cost $500 million.  And $25,000 was allocated to develop a certain
torpedo "trigger."  I would like to be able to add a note:  "an amount
equal to $____ in 1993 dollars."

Maybe I shouldn't.
======================================================================
Robert Gannon              |  Bitnet:    RHG@PSUVM
35 Burrowes Bldg.          |  Internet:  RHG@PSUVM.PSU.EDU
Penn State                 |  Phone:     814 355-4800 or 355-0943
University Park, PA 16802  |  Fax:       814 863-7285
From: hauser@statrix2.wu-wien.ac.at (Michi Hauser)
Newsgroups: sci.math.stat
Subject: Re: . . . in WWII Dollars
Date: 30 Dec 1992 15:34:10 GMT
Organization: University of Economics and Business Administration Vienna
Distribution: world
Reply-To: hauser@wu-wien.ac.at
NNTP-Posting-Host: statrix2.wu-wien.ac.at

 In article 190800RHG@psuvm.psu.edu, <RHG@psuvm.psu.edu> () writes:
 (If an item cost $1,000 in 1945, how much would it cost today?) 

Reference:
U.S. Department of Commerce. Historical Statistics of the United States,
Colonial Times to 1970, Washington: Bur. Census, 1975.


Another measure for comparing the expenses in different periods, which 
does not depend on the nominal price level, is the proportion of the whole 
income (for the U.S. the GNP) spent for some items then and now.
________________
Michael Hauser

University of Economics and Business Adminstration
Department for Applied Statistics and Data Processing
Augasse 2-6, 1090 Vienna, Austria

Tel. *43/1/31336 4759
email: hauser@wu-wien.ac.at
Newsgroups: sci.math.stat
From: pthc@Biscuit-Tin.ee.mu.oz.au (Peter Chan)
Subject: Wanted: Gaussian Random Number Generator
Organization: Electrical and Electronic - University of Melbourne 
Date: Sat, 26 Dec 1992 02:25:45 GMT


Hello netters,

	I know it may be trivial to some (or all) of you. Is anyone out there
got a program (preferably in C) which generates random number according to 
the Gaussian distribution (with the mean specified)? Any pointer for where to
look for source code is also welcomed.

	Please reply by email to pthc@mullian.ee.mu.oz.au

	Your help is much appreciated.

Cheers,
	Peter
Newsgroups: sci.math.stat
From: arun@bayou22.cacs.usl.edu (Arun Lakhotia)
Subject: References for comparison of classifications
Reply-To: arun@gator.cacs.usl.edu (Arun Lakhotia)
Organization: /home/u14/lakhotia/arun/.organization
Date: Thu, 24 Dec 1992 22:59:52 GMT


Hi Netfolks:

I am looking for references to work on comparing "classifications"...
As for instance comparing two dendrograms for their dependence or
independence.

The references I have date back to the 70s. These are papers by 
F. James Rohlf, William Day, William Rand, D. M. Jackson,  and
Robert R.  Sokal.

I would like to get pointers to more recent works, if any. I would be
happy to share the bibliography I compile with others.

Thanks in advance.

Arun

--
The Center for Advanced Computer Studies
P. O. Box 44330
University of Southwestern Louisiana
Lafayette, LA 70504
(318) 231-6766