5/28/2015

What is randomness?

Most people have some idea what a random event is.

  • Flipping a coin
  • Drawing a card from a deck
  • Rolling a die

The concept of randomness isn't just restricted to games. In statistics, we rely on the concept of randomness.

  • To describe uncertainty
  • To collect representative samples
  • To come up with methods to draw conclusions and make estimations

Defining Randomness

What does it mean for something to be random? First, we need to establish definitions

  • Let's call something which has a random outcome an trial.
  • We'll call the possible outcome of a trial events.

So what makes a trial random?

  • For the trial, we don't know what event will occur ahead of time

Example: Flipping a coin

  • The actual flipping of the coin is a trial
  • The possible events are getting a heads or getting a tails

Random \(\ne\) Unpredictable

Random trials only have a certain number of outcomes

  • If we flip a coin, it can only land heads up or tails up
  • If the coin is fair, both events are equally likely

They are well-behaved in the longterm

  • If we flip a coin once, we don't which side will land up
  • In the longterm, however, we should see about half heads and half tails

In Real Life

We can often view real-world events as random trials. Think about a morning commute.

  • When we leave in the morning, we're can't be sure exactly how long it will take to get to work (or school)
  • Traffic or construction can hold us up
  • It's not completely unpredictable, however
  • We might know how long an average (or expected) commute is, and can plan around it

Using Randomness

Why do statisticians care about randomness? Mostly to eliminate bias in our studies.

  • We usually need to estimate values we don't know, like the percentage of people who will vote for a presidential candidate
  • We can try to estimate this by asking a fraction of the people as they leave their polls
  • This only works if we get a representative cross section
  • If we poll too many people from one party, we might predict that they'll win when they didn't
  • We ensure that our samples are representative by making sure they are random
  • Unfortunately, people are very poor at operating randomly

Which Plot is More Random?

Pick a Number at Random

\[1\quad 2\quad 3\quad 4\]

Did we get random results?

  • Almost 75% of people choose 3
  • 20% chooose 3 or 4
  • Only 5% of people choose 1

So what do we do?

How can statisticians and researchers get random samples if we can't trust ourselves?

  • Historically, we used what are called random number tables
  • Modern researchers used software
sample(1:20, 5)
## [1]  2 19  7 10  9
rnorm(n = 5, mean = 100, sd = 5)
## [1]  95.85033  96.60495  99.02627  95.46636 101.26399