HDTenEightyP/NetNews huggingface dataset:
From: rizzo@cbnewsf.cb.att.com (anthony.r.rizzo)
Newsgroups: sci.math.stat
Subject: Re: random number generator
Date: 29 Jul 92 14:27:41 GMT
Organization: AT&T

In article <1992Jul29.090353.237@nutmeg.hnrc.tufts.edu> jerry@nutmeg.hnrc.tufts.edu (Jerry Dallal) writes:
>In article <1992Jul29.092934.23335@cl.cam.ac.uk>, nmm@cl.cam.ac.uk (Nick Maclaren) writes:
>> 
>> It's not making it a FAQ that's the problem - it's finding a GAA (Generally
>> Agreed Answer)!
>> 
>
>I suspect one of the most FAQs is what generator to use.  Can we not establish
>a short list of GAAs?  I nominate the Wichmann-Hill generator with the
>McLeod modification.  (I hold off on posting the code until I hear whether 
>this is a GAA!)

Alright, what the faq is a FAQ?  Would you guys please write in English
and not in acronyms?  I've been following this thread with great
anticipation, because I'd like to have access to a good random number
generator.  But it's becoming difficult to figure out what you're talking
about, with all the alphabet soup.  Please remember that not all who
read this newsgroup are statisticians.  Give the rest of us poor slobs
a break, huh?

Tony
Organization: Queen's University at Kingston
Date: Saturday, 25 Jul 1992 10:52:08 EDT
From: Jeff Boyd <BOYDJ@QUCDN.QueensU.CA>
Newsgroups: sci.math.stat
Subject: Re: Operations Research


>  Please send any response to dmassey@igrad1.ucsd.edu

I hope you'll subsequently post any useful responses you get, there may
be others who are interested (I am one).

The closest thing I've seen to an OR discussion list is MCRIT-L (a BitNet
LISTSERV list), where the topic was multi-objective optimization.  The
group was a dud though, very little talk about anything took place.


jeff
From: mcclella@yertle.Colorado.EDU (Gary McClelland)
Newsgroups: sci.math.stat
Subject: Names for Joint Central Moments?
Keywords: central moments, joint distributions
Date: 25 Jul 92 18:06:35 GMT
Organization: University of Colorado, Boulder

I recently submitted a statistical article to a psychological journal.
This article made use of various joint central moments of bivariate
distributions.  One of the reviewers expressed the opinion that while
many readers of that journal would know what a "Kodak moment" was,
very would have any intuitions about the joint central moments I was
using.  I've looked without success for names or intuitive explanations
for various joint central moments.  Can anyone on the net help?

More specifically, here is the problem.  For a bivariate distribution
of X and Z, we can define joint central moments (using the notation of
Kendall & Stuart) as

   mu(j,k) = E[(X-Xmean)^j (Z-Zmean)^k]

So mu(2,0) and mu(0,2) are the univariate variances and intuitive
explanations are available.  Further, mu(3,0) represents skewness and
mu(4,0) reflects kurtosis.  For the bivariate, mu(1,1) is the
covariance and it is fairly easy to explain that to the "Kodak moment"
folks.  However, I'm really in need of names and/or explanations for
mu(2,1), mu(1,2), and mu(2,2).  Help please!

mu(2,1) and mu(1,2) are related to skewness because one can show that
if the conditional univariate distributions are symmetric then mu(2,1)
= mu(1,2) = 0.  But does anyone have a name for mu(2,1) or any other
insights about what it tells us about the joint distribution?

I've informally in my own notes been calling mu(2,2) the "double
variance" because when X and Z are stochastically independent, mu(2,2)
equals the product of the respective univariate variances.  Anyone have a
better name or insights about what mu(2,2) tells us?

Any suggestions or references would be greatly appreciated.  I'll
summarize any direct email replies in a subsequent post.

thanks for any help!

gary mcclelland
univ of colorado
mcclella@yertle.colorado.edu
From: ruckman@oasys.dt.navy.mil (Christopher Ruckman)
Newsgroups: sci.math.stat
Subject: Need code: Furnival&Wilson, "Leaps & Bounds"
Date: 23 Jul 92 17:54:55 GMT
Reply-To: ruckman@oasys.dt.navy.mil (Christopher Ruckman)
Organization: Carderock Division, NSWC, Bethesda, MD

Greetings netters,

I'm looking for a way to get my hands on a piece of FORTRAN code for
doing regression by leaps and bounds, a method originally due to Furnival
and Wilson.  I'd like to find public-domain source code that I can try
to modify.  Any suggestions?

The reference for the original (public domain) code, which was developed
for the US Forestry Service, is:

   Furnival, GM and Wilson, RW (1974) Regression by leaps and
      bounds -- A program for finding the best subset regressions
      (computer program).  New Haven CN, Yale University and USFS
      Nov. 11, 1974.

Any help would be appreciated.  Thanks.

Chris Ruckman
Ship Acoustics Division, Code 1941
Carderock Division, Naval Surface Warfare Center
Bethesda, MD  20084-5000 USA
ruckman@oasys.dt.navy.mil
From: jtrsmith@garnet.berkeley.edu ()
Newsgroups: sci.math.stat
Subject: Off-center ensemble average
Date: 24 Jul 1992 07:55:38 GMT
Organization: University of California, Berkeley
Distribution: world
NNTP-Posting-Host: garnet.berkeley.edu
Originator: jtrsmith@garnet.berkeley.edu

Hi,
Does anyone know "off-center ensemble average"?
If yes, could you explain it to me and give me some reference?
Thanks.
(please reply to this account if possible.)
From: horn@schaefer.math.wisc.edu (Jeffrey Horn)
Newsgroups: sci.math.stat
Subject: CART/FIRM
Date: 23 Jul 92 05:27:02 GMT
Organization: Univ. of Wisconsin Dept. of Mathematics

Does anyone know where I can get my hands on some Fortran or C source code
for CART or FIRM techniques.  I am running SunOS.  

Jeffrey Horn
From: jerry@nutmeg.hnrc.tufts.edu (Jerry Dallal)
Newsgroups: sci.math.stat
Subject: Re: random number generator
Date: 29 Jul 92 19:38:07 GMT
Organization: USDA HNRC at Tufts University

In article <55413@mentor.cc.purdue.edu>, hrubin@pop.stat.purdue.edu (Herman Rubin) writes:
> 
> I would not accept anything with a short seed (say at least several 
> hundred bytes) as acceptable.  Other than the believed cryptographically
> strong Shamir and Blum-Miccaeli (sp?) procedures, which are extremely
> costly, I know of none.  The problem is at least moderate-term independence,
> and correlations, periods, etc., do not answer the question.
> 

Two questions of Professor Rubin:

1) What generator *would* you recommend?

2) The last time you generated pseudorandom numbers on a computer, what
generator did you use?


[Perhaps this should have been a REPLY rather than a FOLLOWUP because it carries
on a dialogue by asking a question of a particular individual.  I chose 
FOLLOWUP because RNGs seem to be of general interest.  My apologies if 
I've committed a breach of etiquette.]
Newsgroups: sci.math.stat
From: parzen@mys.dfci.harvard.edu (Michael Parzen)
Newsgroups: sci.math.stat
Subject: Rank Regression
Date: 24 Jul 1992 13:00:34 GMT
Organization: Dana-Farber Cancer Institute
Distribution: sci.math.stat
NNTP-Posting-Host: mys.dfci.harvard.edu



	Does anyone have a pointer to fast software in C or Fortran 
	that performs rank regression ?

	Thanks in advance,
	
	Mike Parzen
	parzen@jimmy.harvard.edu


-- 
Michael Parzen       -       parzen@jimmy.harvard.edu
Department of Biostatistics, Harvard School of Public Health
677 Huntington Ave, Boston MA 02115  617-432-1056
"A.I. is to computer science as perpetual motion is to physics"
From: lele@violet.berkeley.edu (Sharachchandra Lele;100 BldgT-4;26886;5106440692;NT23)
Newsgroups: sci.math.stat
Subject: Re: REQUEST: Information regarding CSS: Statistica program
Date: 30 Jul 1992 05:25:27 GMT
Organization: University of California, Berkeley
NNTP-Posting-Host: violet.berkeley.edu
Summary: Statistica is good in parts

To: simon@mmpe.mineral.ualberta.ca
Subject: Re: Statistica/MAC: looking for comments or reviews
Newsgroups: comp.sys.mac.apps,comp.apps.spreadsheets
Organization: University of California, Berkeley

In article <simon.698512261@mmpe.mineral.ualberta.ca> you write:
>I noticed a full-page
>ad for Statistica/MAC by StatSoft in the March issue of MacWorld, with some
>impressive sample figures.  Has anyone out there used this package, and could
>they pass on a few comments pertaining to my earlier notes?  Recommendations
>would be welcomed.
>
>Regards,
>  Simon.
>

I don't have experience with Statistica/MAC, but I have evaluated
CSS:STATISTICA/DOS, and the comments might be relevant.

I found CSS (for short) good and bad: 
Good: menu driven (you as a mac user do not know anything else, but let
me tell you that the other statistical/graphics programs for DOS are
just modified versions of old Mainframe command-line driven programs!

Good: speed, much better than anything else i have seen.

Good: manual has lot of discussion of statistics: what technique to
use, etc.

Good: huge range of statistical and graphics capabilities
**** In general, it has many of the features that you mention.

LIMITATIONS:
1) TREMENDOUSLY complex structure, makes data opaque:
* there are separate "spreadsheets" for data, output of statistical
analysis, and graphics.
* You cannot simply have data in a file and choose the variables
to graph at random. everytime you go thru graphics, it generates its
OWN dataset corresponding to the graph chosen
* two kinds of graphics programs, three kinds of data editors, three
macro languages, ....
2) SERIOUS: can only do 10 y-series in a plot !!!!
3) inability to do quick lookup of data from other data files : in a
typical MERGE command, you have to combine all the variables from the
second file.
4) character variables can only be 8 characters long
5) Graphics: given the limitation of 10 y-series above, overlaying of
plots becomes imperative, but this cannot be done in the way SYSTAT
will allow you to overlay.
6) Does not have the easly aggregation capability of SPSS (or even the
limited one of Lotus 3.1!)

GLITCHES:
* many glitches in memory management, leading to frequent crashes
* DANGEROUS : incorrect import of long decimal numbers from Lotus!
* inability of screen drivers to drive many monitors,

Technical support was also quite lackadaisical.

I finally decided against the package for the above reasons. They do
have a 30-day trial period with full money back, so you might want try
it out yourself. I myself have been juggling between SYSTAT, SPSS and
QuattroPro.

Good luck! (Looks like your Trapeze was quite something!)

--Sharad Lele

Energy & Resource Group
Univerity of California, Berkeley

Electronic-mail:	lele@violet.berkeley.edu	(Internet)
From: mcz@windo.sarnoff.com (Martin Czigler)
Newsgroups: sci.math.stat
Subject: Re: Operations Research
Date: 27 Jul 92 17:19:17 GMT
Reply-To: mcz@windo.sarnoff.com
Organization: David Sarnoff Research Center

In article 36103@sdcc12.ucsd.edu, dmassey@sdcc3.ucsd.edu (Daniel Massey) writes:
I'm looking for a news group dedicated primarily to operations
research. 
----

There is a LISTSERV mailing list which formed recently, ORCS-L  (Operations  Research/Computer  Science Interface).  You can subscribe by sending the following mesage to listserv@osuvm1.bitnet :
sub orcs-l <your firstname> <your last name>

Martin Czigler
David Sarnoff Research Center
CN 5300
Princeton, NJ  08543
Martin_Czigler@maca.sarnoff.com
mcz@windo.sarnoff.com
From: nmm@cl.cam.ac.uk (Nick Maclaren)
Newsgroups: sci.math.stat
Subject: Re: random number generator
Keywords: pseudo-random, C , uniform, normal
Date: 27 Jul 92 09:21:32 GMT
Reply-To: nmm@cl.cam.ac.uk (Nick Maclaren)
Organization: U of Cambridge Computer Lab, UK

In article <1992Jul25.191638.16109@samba.oit.unc.edu>,
Jim.Buddenhagen@bbs.oit.unc.edu (Jim Buddenhagen) writes:
 
|> Portable pseudo-random number generator desired, for uniform and/or normal
|> deviates.  What is desired is code (C preferred) or algorithm that is
|> machine independent (i.e. same seed, same sequence regardless of computing
|> platform).  Purpose will be to generate random datasets (or pointers into
|> databases) for benchmark tests accross several platforms.  Must be able to
|> generate several independent sequences 'simultaneously' (ok to have several
|> copies of routine with different names).
|> 
|> I am aware of routines in Numerical Recipies, and in Knuth, but unsure
|> of quality.  Would welcome any comments, suggestions, pointers to code,
|> or references.

There are NO generators currently available that can produce multiple
sequences with any reasonable degree of independence, and almost every
expert (including Knuth) warns against misusing single generators in this
way.  Almost the best that you can do is to get non-overlapping sequences,
which is NOT the same thing!  Most of the papers that purport to describe
generators for independent sequences use definitions of independence that
are completely unheard of by statisticians.

The main exceptions that I know of are various papers by A. De Matteis and
others (which are well worth reading) and N.M. Maclaren "The Generation of
Multiple Independent Sequences of Pseudorandom Numbers" Appl.Statist. (1989)
38 pp 351-359.  But PLEASE note the provisos in the latter about the
criterion used for independence - there is more justification than there
was room for in the paper, but little is certain in this area.


Nick Maclaren
University of Cambridge Computer Laboratory,
New Museums Site, Pembroke Street,
Cambridge CB2 3QG, England.
Email:  nmm@cl.cam.ac.uk
Tel.:   +44 223 334761
Fax:    +44 223 334679
Newsgroups: sci.math.stat
From: rjames@sunsage.biostats.uwo.ca (Rob James)
Subject: Re: REQUEST: Information regarding CSS: Statistica program
Organization: University of Western Ontario, London
Date: Thu, 30 Jul 1992 13:15:23 GMT

While it is difficult to evaluate, SYSTAT has made public claims that
STATISTICA has used reverse engineering to make some of its products and
has a public document that rails on about STATISTICA's algorithms,
errors in analysis, etc.  I have no set opinion about any of these
allegations, but a quick call to each of STATISTICA and SYSTAT will
get you a couple of large envelopes of arguments.

One concern that seems persistent is the lack of identifiable 
STATISTICIANS on the staff.
From: macdonald@vax.oxford.ac.uk
Newsgroups: sci.math.stat
Subject: slopes
Date: 30 Jul 92 11:46:21 GMT
Organization: Oxford University VAXcluster

quit
From: mglacy@lamar.ColoState.EDU
Newsgroups: sci.math.stat
Subject: Re: random number generator
Summary: What about the L'Ecuyer algorithm?
Keywords: pseudo-random, uniform, normal
Date: 27 Jul 92 16:18:26 GMT
Organization: Colorado State University, Fort Collins, CO  80523


I've been using a random number generator that I translated to Pascal
from some FORTRAN code available on STATLIB.  Here's the 
prologue comment to the subroutine as obtained from STATLIB.
---------------------------------------
Generate uniformly distributed random numbers using the 32-bit
generator from figure 3 of:
L'Ecuyer, P. Efficient and portable combined random number
generators, C.A.C.M., vol. 31, 742-749 & 774-?, June 1988.

The cycle length is claimed to be 2.30584E+18
---------------------------------------

It uses two 32 bit seeds--Is this likely to make it dependable
over long sequences, as claimed?

Presuming this is something you recognize, I'd appreciate any 
comments on its quality from you RNG specialists out there.
I've been using it as a source of uniform variates to supply a Gaussian
deviate generator (double precision) using the polar method (as described 
in Numerical Recipies).  It's all part of some Monte Carlo investigations
of sampling distributions, with repetitions in the range of say
10,000 to 100,000 samples of N = 15.


Thanks.


=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=
Mike Lacy  Dept. of Sociology  Colo. State Univ.   Fort Collins CO 80523
Opinions and truth-claims offered above are mine, not my employer's.
=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=
Newsgroups: sci.math.stat
From: md87-mpe@hemul.nada.kth.se (Magnus Pettersson)
Subject: Re: random number generator
Keywords: pseudo-random, C , uniform, normal
Organization: Royal Institute of Technology, Stockholm, Sweden
Date: Mon, 27 Jul 1992 10:36:59 GMT

In article <1383@swuts.sbc.com> jb1556@swuts.sbc.com (Jim Buddenhagen) writes:
>Portable pseudo-random number generator desired, for uniform and/or normal
>deviates.  What is desired is code (C preferred) or algorithm that is
>machine independent (i.e. same seed, same sequence regardless of computing
>platform).  Purpose will be to generate random datasets (or pointers into
>databases) for benchmark tests accross several platforms.  Must be able to
>generate several independent sequences 'simultaneously' (ok to have several
>copies of routine with different names).  
>
>I am aware of routines in Numerical Recipies, and in Knuth, but unsure
>of quality.  Would welcome any comments, suggestions, pointers to code,
>or references.
>
>-- 
>Jim Buddenhagen             Southwestern Bell Telephone Co.
>jb1556@swuts.sbc.com        Statistical Research
>314-235-5183                One Bell Center, Room 27-X-5
>                            St. Louis, MO 63130

I can recommend the following references:

1. Elizabeth Oakenfull,
   Uniform Random Number Generators and the Spectral Test,
   Interactive Statistics, Ed. by D.R.McNeil, Noth-Holland, 1979

Oakenfull discusses a test for RNG called the "spectraltest". She also gives
some examples of good RNG, both congruential-, fibonacci- and shift-register-
type. 

2. Byron J T Morgan
   Elements of Simulation
   Chapman and Hall Ltd, 1984.

A book about simulations. Chapter 3-6 deals with problems like finding and
testing RNG. There is also a description on how to make two independent and 
U(0,1)-distributed random numbers into two independent N(0,1)-distributed
randomnumbers, with a method called "the Box-Mueller Method". That method is
first described in 

3. G.E.P.Box and M.E.Mueller
   A Note on the Generation  of Random Normal Deviates
   Ann.Math.Stat. (1958) 29, 610-611

Good Luck!

Magnus Pettersson
Student at the Department of Mathematical Statistics
University of Stockholm
Stockholm, Sweden.
E-Mail: md87-mpe@nada.kth.se
From: miller@cogsci.ucsd.EDU (Jeff Miller)
Newsgroups: sci.math.stat
Subject: Greenhouse-Geisser Correction Algorithm Needed
Date: 24 Jul 92 16:29:05 GMT
Organization: University of California, San Diego

Can anyone tell me where to find a description of
how to compute the Greenhouse-Geisser epsilon for a design
with more than one repeated-measures factor?

I've found several descriptions of the algorithm for one repeated-measures
factor, and I can figure out how to allow for (multiple) grouping factors,
but I can't figure out how to handle multiple repeated-measures factors.

Specifically, I am baffled about how to compute the correction needed
for the F testing the INTERACTION of repeated measures factors.

Thanks for any pointers or explanations.

Jeff Miller
jomiller@ucsd.edu
From: hrubin@pop.stat.purdue.edu (Herman Rubin)
Newsgroups: sci.math.stat
Subject: Re: random number generator
Date: 29 Jul 92 15:06:30 GMT
Organization: Purdue University Statistics Department

In article <1992Jul29.090353.237@nutmeg.hnrc.tufts.edu> jerry@nutmeg.hnrc.tufts.edu (Jerry Dallal) writes:
>In article <1992Jul29.092934.23335@cl.cam.ac.uk>, nmm@cl.cam.ac.uk (Nick Maclaren) writes:

>> It's not making it a FAQ that's the problem - it's finding a GAA (Generally
>> Agreed Answer)!


>I suspect one of the most FAQs is what generator to use.  Can we not establish
>a short list of GAAs?  I nominate the Wichmann-Hill generator with the
>McLeod modification.  (I hold off on posting the code until I hear whether 
>this is a GAA!)

I would not accept anything with a short seed (say at least several 
hundred bytes) as acceptable.  Other than the believed cryptographically
strong Shamir and Blum-Miccaeli (sp?) procedures, which are extremely
costly, I know of none.  The problem is at least moderate-term independence,
and correlations, periods, etc., do not answer the question.

Also, most generators produce "real" or other lengths than the entire
word.  There are may situations in which a random bit stream is needed.
The others can be cheaply obtained from this, but not vice-versa.
-- 
Herman Rubin, Dept. of Statistics, Purdue Univ., West Lafayette IN47907-1399
Phone: (317)494-6054
hrubin@pop.stat.purdue.edu (Internet, bitnet)  
{purdue,pur-ee}!pop.stat!hrubin(UUCP)
Newsgroups: sci.math.stat
From: rdnelson@phoenix.Princeton.EDU (Roger D Nelson)
Subject: "True" REG (was re: random number generator)
Originator: news@ernie.Princeton.EDU
Keywords: pseudo-random, C , uniform, normal
Organization: Princeton University
Date: Wed, 29 Jul 1992 13:28:17 GMT

In article <1992Jul29.092934.23335@cl.cam.ac.uk> nmm@cl.cam.ac.uk (Nick Maclaren) writes:
>In article <1126@kepler1.rentec.com>, andrew@rentec.com (Andrew
>Mullhaupt) writes:
> 
>|> Why don't we make RNG a FAQ for sci.math.stat?
>
>It's not making it a FAQ that's the problem - it's finding a GAA (Generally
>Agreed Answer)!
>
>Some of my recent replies are based on work that has been published in 1992,
>and I frequently hear from other workers about important results that I had
>missed (often in the most bizarre journals).  The area may not be large, but
>it is awfully confused.

All or nearly all the discussion on RNG's in this group deals with
algorithmic generators, and one of the conclusions one might reach is
that they are all flawed in one way or another.  Some of the confusion
arises from the variety of criteria for adequacy, or the variety of
applications among those interested in RNG's.  Presumably if it were
possible to create an algorithm that could generate "truly" random
numbers, there could be a GAA.  This brings me to my question:  

Why don't people interested in "good" RNG's simply use one or another of 
the physical random sources, such as radioactive decay or quantum tunneling.
Obviously these would not be appropriate for cases where a repetition of
the random sequence is desired, but otherwise...?  For a couple of
thousand dollars, which is a trivial cost compared to the time spent on
algorithmic RNG research, one can buy excellent, well designed and
executed commercial RNG's.  I would be interested in some discussion of
problems or inadequacies (or indeed virtues) of so-called "true" random 
event generators.

Roger Nelson

Newsgroups: sci.math.stat
From: ALEWAND@ibm.gwdg.de
Subject: Convergence *of* probabilities
Organization: GWDG, Goettingen
Date: Tue, 28 Jul 92 10:39:41 MSZ

Let X1,X2,.. be a sequence of k-dimensional random vectors
converging in distribution to a random vector X.
Let A1,A2,.. be any sequence of k-dim. closed spheres.
Does anybody know sufficient conditions to show
       Pn(Xn in An)=P(X in An) + o(1)?
Remark: the usual theorems state only
       Pn(Xn in A)=P(X in A) + o(1) for all P-continuity sets A.
In particular what happens if X is N(0,F) with singular F?
 
Thanks in advance!
 
Achim Lewandowski
Institut fuer Statistik und Oekonometrie
3400 Goettingen
Germany
email: alewand@ibm.gwdg.de