Valid random generation algorithm or not? - random

long timeValue = timeInMillis();
int rand = timeValue%100 + 1;
If we execute the above code N times in a loop, it will generate N random numbers between 1 to 100. I know generation of random nos is a tough problem. Just wanted to know is this a good random number generation algorithm? Or is it pseudo random number generator?
Why I think this will produce good estimate of random behavior?
1) all no from 1 to 100 will be uniformly distributed. There is no bias.
2) timeInMillis will show somewhat random behavior because we can never really guess at what time CPU will execute this function. There are so many different tasks running in CPU. So the exact time of execution of timeInMillis() instruction is not predictable in next iteration of loop.

No. For a start, on most processors, this will loop many times (probably the full 100) within 1 millisecond, which will result in 100 identical numbers.
Even seeding a random number generator with a timer tick can be dangerous - the timer tick is rarely as "random" as you might expect.

here is my suggestion to generate random numbers:
1- choose a punch of websites that are as far away from your location as possible. e.g. if you are in US try some websites that have their server IPs in malasia , china , russia , India ..etc . servers with high traffic are better.
2- during times of high internet traffic in your country (in my country it is like 7 to 11 pm) ping those websites many many many times ,take each ping result (use only the integer value) and calculate modulus 2 of it ( i.e from each ping operation you get one bit : either 0 or 1).
3- repeat the process for several days ,recording the results.
4- collect all the bits you got from all your pings (probably you will get hundreds of thousands of bits ) and choose from them your bits . (maybe you wanna choose your bits by using some data from the same method mentioned above :) )
BE CAREFUL : in your code you should check for timeout ..etc

Related

Python Probability Aligorithm

I am looking for help with a Python algorithm that will take a percent or fraction (such as 45% or 4500/10000) and testing it multiple times, and seeing how many times it comes out true, and how many times it comes out false.
Basically, I am looking for an algorithm that will take a probability, test it multiple times, and give us results on how many times you, say, survived, or died.
Is this possible, and can anyone help me?
Loop over the following for the number of trials you want:
Generate a random integer between 0 and the denominator (if it's a fraction) or real number between 0 and 1 (if it's a percent)
If the value is less than the numerator/percent, record a failure, otherwise record a success
You can find information on generating random values in the python documentation, and how you determine whether you're working with a percent or a fraction will depend on how you accept and parse user input.

combining different instances of a random generator but still maintaining low discrepancy

I am generating about 100 million random numbers to pick from 300 things. I need to set it up so that I have 10 million independent instances (different seed) that picks 10 times each. The goal is for the aggregate results to have very low discrepancy, as in, each item gets picked about the same number of times.
The problem is with a regular prng, some numbers get chosen more than others. (tried lcg and mersenne twister) The difference between the most picked and least picked can be several thousand, to ten thousands) With linear congruity generators and mersenne twister, I also tried picking 100 million times with 1 instance and that also didn't yield uniform results. I'm guessing this is because the period is very long, and perhaps 100 million isn't big enough. Theoretically, if I pick enough numbers, the results should reach uniformity. (should settle at the expected value)
I switched to Sobol, a quasirandom generator and got much better results with the 100 million from 1 instance test. (difference between most picked and least picked is about 5) But splitting them up to 10 million instances at 10 times each, the uniformity was lost and I got similar results as with the prng. Sobol seem very sensitive to sequence - skipping ahead randomly diminishes uniformity.
Is there a class of random generators that can maintain quasirandom-like low discrepancy even when combining 10 million independent instances? Or is that theoretically impossible? One solution I can think of now is to use 1 Sobol generator that is shared across 10 million instances, so effectively it is the same as the 100 million from 1 instance test.
Both the shuffling and proper use of Sobol should give you uniformity as desired. Shuffling needs to be done at the aggregate level (start with a global 100M sample having the desired aggregate frequencies, then shuffle it to introduce randomness, and finally split into the 10 values instances; shuffling within each instance wouldnt help globally, as you noted).
But that's an additional level of uniformity, you might not really need that: randomness might be enough.
First of all I would check the check itself, because it sounds strange that with enough samples you're really getting significant deviations (check "chi square test" to qualify such significance, or equivalently how many are "enough" samples). So for a first safety check: if you're picking independent values, then simplify differently to 10M instances picking 10 out 2 categories: do you get approximately a binomial distribution? For exclusive picking it's a different distribution (hypergeometric iirc, but need to check). Then generalize to more categories (multinomial distribution) and only later it's safe to proceed with your problem.

About random number sequence generation

I am new to randomized algorithms, and learning it myself by reading books. I am reading a book Data structures and Algorithm Analysis by Mark Allen Wessis
.
Suppose we only need to flip a coin; thus, we must generate a 0 or 1
randomly. One way to do this is to examine the system clock. The clock
might record time as an integer that counts the number of seconds
since January 1, 1970 (atleast on Unix System). We could then use the
lowest bit. The problem is that this does not work well if a sequence
of random numbers is needed. One second is a long time, and the clock
might not change at all while the program is running. Even if the time
were recorded in units of microseconds, if the program were running by
itself the sequence of numbers that would be generated would be far
from random, since the time between calls to the generator would be
essentially identical on every program invocation. We see, then, that
what is really needed is a sequence of random numbers. These numbers
should appear independent. If a coin is flipped and heads appears,
the next coin flip should still be equally likely to come up heads or
tails.
Following are question on above text snippet.
In above text snippet " for count number of seconds we could use lowest bit", author is mentioning that this does not work as one second is a long time,
and clock might not change at all", my question is that why one second is long time and clock will change every second, and in what context author is mentioning
that clock does not change? Request to help to understand with simple example.
How author is mentioning that even for microseconds we don't get sequence of random numbers?
Thanks!
Programs using random (or in this case pseudo-random) numbers usually need plenty of them in a short time. That's one reason why simply using the clock doesn't really work, because The system clock doesn't update as fast as your code is requesting new numbers, therefore qui're quite likely to get the same results over and over again until the clock changes. It's probably more noticeable on Unix systems where the usual method of getting the time only gives you second accuracy. And not even microseconds really help as computers are way faster than that by now.
The second problem you want to avoid is linear dependency of pseudo-random values. Imagine you want to place a number of dots in a square, randomly. You'll pick an x and a y coordinate. If your pseudo-random values are a simple linear sequence (like what you'd obtain naïvely from a clock) you'd get a diagonal line with many points clumped together in the same place. That doesn't really work.
One of the simplest types of pseudo-random number generators, the Linear Congruental Generator has a similar problem, even though it's not so readily apparent at first sight. Due to the very simple formula
you'll still get quite predictable results, albeit only if you pick points in 3D space, as all numbers lies on a number of distinct planes (a problem all pseudo-random generators exhibit at a certain dimension):
Computers are fast. I'm over simplifying, but if your clock speed is measured in GHz, it can do billions of operations in 1 second. Relatively speaking, 1 second is an eternity, so it is possible it does not change.
If your program is doing regular operation, it is not guaranteed to sample the clock at a random time. Therefore, you don't get a random number.
Don't forget that for a computer, a single second can be 'an eternity'. Programs / algorithms are often executed in a matter of milliseconds. (1000ths of a second. )
The following pseudocode:
for(int i = 0; i < 1000; i++)
n = rand(0, 1000)
fills n a thousand times with a random number between 0 and 1000. On a typical machine, this script executes almost immediatly.
While you typically only initialize the seed at the beginning:
The following pseudocode:
srand(time());
for(int i = 0; i < 1000; i++)
n = rand(0, 1000)
initializes the seed once and then executes the code, generating a seemingly random set of numbers. The problem arises then, when you execute the code multiple times. Lets say the code executes in 3 milliseconds. Then the code executes again in 3 millisecnds, but both in the same second. The result is then a same set of numbers.
For the second point: The author probabaly assumes a FAST computer. THe above problem still holds...
He means by that is you are not able to control how fast your computer or any other computer runs your code. So if you suggest 1 second for execution thats far from anything. If you try to run code by yourself you will see that this is executed in milliseconds so even that is not enough to ensure you got random numbers !

how to generate longer random number from a short random number?

I have a short random number input, let's say int 0-999.
I don't know the distribution of the input. Now I want to generate a random number in range 0-99999 based on the input without changing the distribution shape.
I know there is a way to make the input to [0,1] by dividing it by 999 and then multiple 99999 to get the result. However, this method doesn't cover all the possible values, like 99999 will never get hit.
Assuming your input is some kind of source of randomness...
You can take two consecutive inputs and combine them:
input() + 1000*(input()%100)
Be careful though. This relies on the source having plenty of entropy, so that a given input number isn't always followed by the same subsequent input number. If your source is a PRNG designed to cycle between the numbers 0–999 in some fashion, this technique won't work.
With most production entropy sources (e.g., /dev/urandom), this should work fine. OTOH, with a production entropy source, you could fetch a random number between 0–99999 fairly directly.
You can try something like the following:
(input * 100) + random
where random is a random number between 0 and 99.
The problem is that input only specifies which 100 range to use. For instance 50 just says you will have a number between 5000 and 5100 (to keep a similar shape distribution). Which number between 5000 and 5100 to pick is up to you.

slot machine payout calculation

There's this question but it has nothing close to help me out here.
Tried to find information about it on the internet yet this subject is so swarmed with articles on "how to win" or other non-related stuff that I could barely find anything. None worth posting here.
My question is how would I assure a payout of 95% over a year?
Theoretically, of course.
So far I can think of three obvious variables to consider within the calculation: Machine payout term (year in my case), total paid and total received in that term.
Now I could simply shoot a random number between the paid/received gap and fix slots results to be shown to the player but I'm not sure this is how it's done.
This method however sounds reasonable, although it involves building the slots results backwards..
I could also make a huge list of all possibilities, save them in a database randomized by order and simply poll one of them each time.
This got many flaws - the biggest one is the huge list I'm going to get (millions/billions/etc' records).
I certainly hope this question will be marked with an "Answer" (:
You have to make reel strips instead of huge database. Here is brief example for very basic 3-reel game containing 3 symbols:
Paytable:
3xA = 5
3xB = 10
3xC = 20
Reels-strip is a sequence of symbols on each reel. For the calculations you only need the quantity of each symbol per each reel:
A = 3, 1, 1 (3 symbols on 1st reel, 1 symbol on 2nd, 1 symbol on 3rd reel)
B = 1, 1, 2
C = 1, 1, 1
Full cycle (total number of all possible combinations) is 5 * 3 * 4 = 60
Now you can calculate probability of each combination:
3xA = 3 * 1 * 1 / full cycle = 0.05
3xB = 1 * 1 * 2 / full cycle = 0.0333
3xC = 1 * 1 * 1 / full cycle = 0.0166
Then you can calculate the return for each combination:
3xA = 5 * 0.05 = 0.25 (25% from AAA)
3xB = 10 * 0.0333 = 0.333 (33.3% from BBB)
3xC = 20 * 0.0166 = 0.333 (33.3% from CCC)
Total return = 91.66%
Finally, you can shuffle the symbols on each reel to get the reels-strips, e.g. "ABACA" for the 1st reel. Then pick a random number between 1 and the length of the strip, e.g. 1 to 5 for the 1st reel. This number is the middle symbol. The upper and lower ones are from the strip. If you picked from the edge of the strip, use the first or last one to loop the strip (it's a virtual reel). Then score the result.
In real life you might want to have Wild-symbols, free spins and bonuses. They all are pretty complicated to describe in this answer.
In this sample the Hit Frequency is 10% (total combinations = 60 and prize combinations = 6). Most of people use excel to calculate this stuff, however, you may find some good tools for making slot math.
Proper keywords for Google: PAR-sheet, "slot math can be fun" book.
For sweepstakes or Class-2 machines you can't use this stuff. You have to display a combination by the given prize instead. This is a pretty different task, so you may try to prepare a database storing the combinations sorted by the prize amount.
Well, the first problem is with the keyword assure, if you are dealing with random, you cannot assure, unless you change the logic of the slot machine.
Consider the following algorithm though. I think this style of thinking is more reliable then plotting graphs of averages to achive 95%;
if( customer_able_to_win() )
{
calculate_how_to_win();
}
else
no_win();
customer_able_to_win() is your data log that says how much intake you have gotten vs how much you have paid out, if you are under 95%, payout, then customer_able_to_win() returns true; in that case, calculate_how_to_win() calculates how much the customer would be able to win based on your %, so, lets choose a sampling period of 24 hours. If over the last 24 hours i've paid out 90% of the money I've taken in, then I can pay out up to 5%.... lets give that 5% a number such as 100$. So calculate_how_to_win says I can pay out up to 100$, so I would find a set of reels that would pay out 100$ or less, and that user could win. You could add a little random to it, but to ensure your 95% you'll have to have some other rules such as a forced max payout if you get below say 80%, and so on.
If you change the algorithm a little by adding random to the mix you will have to have more of these caveats..... So to make it APPEAR random to the user, you could do...
if( customer_able_to_win() && payout_percent() < 90% )
{
calculate_how_to_win(); // up to 5% payout
}
else
no_win();
With something like that, it will go on a losing streak after you hit 95% until you reach 90%, then it will go on a winning streak of random increments until you reach 95%.
This isn't a full algorithm answer, but more of a direction on how to think about how the slot machine works.
I've always envisioned this is the way slot machines work especially with video poker. Because the no_win() function would calculate how to lose, but make it appear to be 1 card off to tease you to think you were going to win, instead of dealing with a 'fair' game and the random just happens to be like that....
Think of the entire process of.... first thinking if you are going to win, how are you going to win, if you're not going to win, how are you going to lose, instead of random number generators determining if you will win or not.
I worked many years ago for an internet casino in Australia, this one being the only one in the world that was regulated completely by a government body. The algorithms you speak of that produce "structured randomness" are obviously extremely complex especially when you are talking multiple lines in all directions, double up, pick the suit, multiple progressive jackpots and the like.
Our poker machine laws for our state demand a payout of 97% of what goes in. For rudely to be satisfied that our machine did this, they made us run 10 million mock turns of the machine and then wanted to see that our game paid off at what the law states with the tiniest range of error (we had many many machines running a script to auto playing using a script to simulate the click for about a week before we hit the 10 mil).
Anyhow the algorithms you speak of are EXPENSIVE! They range from maybe $500k to several million per machine so as you can understand, no one is going to hand them over for free, that's for sure. If you wanted a single line machine it would be easy enough to do. Just work out you symbols/cards and what pay structure you want for each. Then you could just distribute those payouts amongst non-payouts till you got you respective figure. Obviously the more options there are means the longer it will take to pay out at that respective rate, it may even payout more early in the piece. Hit frequency and prize size are also factors you may want to consider
A simple way to do it, if you assume that people win a constant number of times a time period:
Create a collection of all possible tumbler combinations with how much each one pays out.
The first time someone plays, in that time period, you can offer all combinations at equal probability.
If they win, take that amount off the total left for the time period, and remove from the available options any combination that would payout more than you have left.
Repeat with the reduced combinations until all the money is gone for that time period.
Reset and start again for the next time period.

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