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  • Stochastic calculus library in python

    - by LeMiz
    Hello, I am looking for a python library that would allow me to compute stochastic calculus stuff, like the (conditional) expectation of a random process I would define the diffusion. I had a look a at simpy (simpy.sourceforge.net), but it does not seem to cover my needs. This is for quick prototyping and experimentation. In java, I used with some success the (now inactive) http://martingale.berlios.de/Martingale.html library. The problem is not difficult in itself, but there is a lot non trivial, boilerplate things to do (efficient memory use, variable reduction techniques, and so on). Ideally, I would be able to write something like this (just illustrative): def my_diffusion(t, dt, past_values, world, **kwargs): W1, W2 = world.correlated_brownians_pair(correlation=kwargs['rho']) X = past_values[-1] sigma_1 = kwargs['sigma1'] sigma_2 = kwargs['sigma2'] dX = kwargs['mu'] * X * dt + sigma_1 * W1 * X * math.sqrt(dt) + sigma_2 * W2 * X * X * math.sqrt(dt) return X + dX X = RandomProcess(diffusion=my_diffusion, x0 = 1.0) print X.expectancy(T=252, dt = 1./252., N_simul= 50000, world=World(random_generator='sobol'), sigma1 = 0.3, sigma2 = 0.01, rho=-0.1) Does someone knows of something else than reimplementing it in numpy for example ?

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  • take out objects from randomizer obj c

    - by David Pollak
    hello everyone, I'm a new "developer" trying to build some iPhone app I'm making an app which gets text from a list of objects in a NSArray and then randomizes them and display one in a TextView, here's the code: - (IBAction)azione{ NSArray *myArray= [NSArray arrayWithObjects: @"Pasta",@"Pizza",@"Wait",@"Go", nil]; int length = [myArray count]; int chosen = arc4random() % length; testo.text = [myArray objectAtIndex: chosen]; } what I want to do now, is when I open the app and get a random object, to take it out from the list, so that it won't be picked again ex. I open the appI get "Pizza"Do the action againI don't get "Pizza" anymore, only "Pasta" "Wait" and "Go" What should I do ? Which code should I use ? Thanks for answers

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  • Simple hardware RNG

    - by roygbiv
    I made a tongue-in-cheek comment to this question about making a hardware RNG. Does anyone know of any simple plans or can anyone descibe a simple hardware based RNG and the software to drive it? Go to Radio Shack. Buy a diode, an NTR resistor, a capacitor and serial cable. Cut off the end of the serial cable that does not fit on your computer. Solder the diode and resistor in series between pins DTR and DSR of the cable. Solder the capacitor between DSR and TXD pins. Write a small C program to do the following: Set DTR to 1. Start Timer. Monitor DSR until it goes to 1. Stop Timer. Calculate resistance from elapsed time. Retreive serveral bits from that value to use as part of random number. Repeat until enough bits have accumulated.

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  • Efficient banner rotation with PHP

    - by reggie
    I rotate a banner on my site by selecting it randomly from an array of banners. Sample code as demonstration: <?php $banners = array( '<iframe>...</iframe>', '<a href="#"><img src="#.jpg" alt="" /></a>', //and so on ); echo $banners(rand(0, count($banners))); ?> The array of banners has become quite big. I am concerned with the amount of memory that this array adds to the execution of my page. But I can't figure out a better way of showing a random banner without loading all the banners into memory...

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  • ideas for algorithm? sorting a list randomly with emphasis on variety

    - by Steve Eisner
    I have a table of items with [ID,ATTR1,ATTR2,ATTR3]. I'd like to select about half of the items, but try to get a random result set that is NOT clustered. In other words, there's a fairly even spread of ATTR1 values, ATTR2 values, and ATTR3 values. This does NOT necessarily represent the data as a whole, in other words, the total table may be generally concentrated on certain attribute values, but I'd like to select a subset with more variety. The attributes are not inter-related, so there's not really a correlation between ATTR1 and ATTR2. Any ideas for an efficient algorithm? Thanks! I don't really even know how to search for this :)

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  • How to always return a set number of records when using find_related_tags with acts-as-taggable-on

    - by hadees
    I'm using the acts-as-taggable-on gem and I need to use find_related_tags on my survey model to get back 3 surveys every time. In the event there aren't always 3 related I need to pick how ever many are related plus some random ones to get to 3. Additionally I have a method I wrote called completed_survey_ids which return an array of survey_ids that shouldn't be used because the user has already completed them. Also there is a rare case that there won't be enough surveys because the user has completed them all so in that event it is okay to return less surveys then requested. I did write a named_scope to handle getting rid of the completed_survey_ids that I think works named_scope :not, lambda { |survey_ids| {:conditions => "id NOT IN (#{survey_ids.join(',')})" } }

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  • Most efficient way to randomly "sort" (Shuffle) a list of integers in C#

    - by Carl
    I need to randomly 'sort' a list of integers (0-1999) in the most efficient way possible. Any ideas? Currently, I am doing something like this: bool[] bIndexSet = new bool[iItemCount]; for (int iCurIndex = 0; iCurIndex < iItemCount; iCurIndex++) { int iSwapIndex = random.Next(iItemCount); if (!bIndexSet[iSwapIndex] && iSwapIndex != iCurIndex) { int iTemp = values[iSwapIndex]; values[iSwapIndex] = values[iCurIndex]; values[iCurIndex] = values[iSwapIndex]; bIndexSet[iCurIndex] = true; bIndexSet[iSwapIndex] = true; } }

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  • Randomize numbers within a subset

    - by Samuel
    I have a array of integer numbers (say 1,2,3,4,5 or 1,2,3, ... 10 or 1,2,3, ... 50) from which I would like to get a random set of numbers ordered differently every time. Is there a utility method to do this? e.g. for 1,2,3,4,5 post randomization it might be either [1,5,4,2,3 or 2,1,3,5,4 or 3,1,2,4,5 or ...] I would like to know if there is a java utility method / class which already provides this capability?

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  • jQuery: how to pick unique IDs ?

    - by Seerumi
    Hello. New to whole this jQuery (and javascript altogether, heh) and so far it's been excellent, but now I'm in a small pickle. Let's say I have list of forms generated from SQL database and every single one of them has to have unique id, so how I can select the specific item that is to be manipulated (changing values via php). the $("#submit").click(function()) will trigger every submit buttons on the page, so how I can the #submit to be some random id that I clicked. There might be a smarter way, but I'm new to this so try to bear with me. thought of passing the unique value with onClick="myfunction(unique_id)", but don't know how it goes with jQuery. hope this made any sense

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  • PHP: read all files but randomly?

    - by mathiregister
    hi there, i wonder if there's a way of reading a directory in a random order. With the following code i'm running through the directory thumbs and it's printing images on my website. However, they are always read alphabetically and i wonder if there's a way in doing this randomly? <?php $path = 'thumbs'; if ($handle = opendir($path)) { while (false !== ($file = readdir($handle))) { if ($file != '.' && $file != '..' && $file != '.DS_Store' && $file != 'Thumbs.db') { print "<img class='thumb' src='$path/$file'/>"; } else { //no proper file } } closedir($handle); } ?> thank you for your suggestions! regards

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  • Distributing players to tables

    - by IVlad
    Consider N = 4k players, k tables and a number of clans such that each member can belong to one clan. A clan can contain at most k players. We want to organize 3 rounds of a game such that, for each table that seats exactly 4 players, no 2 players sitting there are part of the same clan, and, for the later rounds, no 2 players sitting there have sat at the same table before. All players play all rounds. How can we do this efficiently if N can be about ~80 large? I thought of this: for each table T: repeat until 4 players have been seated at T: pick a random player X that is not currently seated anywhere if X has not sat at the same table as anyone currently at T AND X is not from the same clan as anyone currently at T seat X at T break I am not sure if this will always finish or if it can get stuck even if there is a valid assignment. Even if this works, is there a better way to do it?

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  • C++ Program performs better when piped

    - by ET1 Nerd
    I haven't done any programming in a decade. I wanted to get back into it, so I made this little pointless program as practice. The easiest way to describe what it does is with output of my --help codeblock: ./prng_bench --help ./prng_bench: usage: ./prng_bench $N $B [$T] This program will generate an N digit base(B) random number until all N digits are the same. Once a repeating N digit base(B) number is found, the following statistics are displayed: -Decimal value of all N digits. -Time & number of tries taken to randomly find. Optionally, this process is repeated T times. When running multiple repititions, averages for all N digit base(B) numbers are displayed at the end, as well as total time and total tries. My "problem" is that when the problem is "easy", say a 3 digit base 10 number, and I have it do a large number of passes the "total time" is less when piped to grep. ie: command ; command |grep took : ./prng_bench 3 10 999999 ; ./prng_bench 3 10 999999|grep took .... Pass# 999999: All 3 base(10) digits = 3 base(10). Time: 0.00005 secs. Tries: 23 It took 191.86701 secs & 99947208 tries to find 999999 repeating 3 digit base(10) numbers. An average of 0.00019 secs & 99 tries was needed to find each one. It took 159.32355 secs & 99947208 tries to find 999999 repeating 3 digit base(10) numbers. If I run the same command many times w/o grep time is always VERY close. I'm using srand(1234) for now, to test. The code between my calls to clock_gettime() for start and stop do not involve any stream manipulation, which would obviously affect time. I realize this is an exercise in futility, but I'd like to know why it behaves this way. Below is heart of the program. Here's a link to the full source on DB if anybody wants to compile and test. https://www.dropbox.com/s/6olqnnjf3unkm2m/prng_bench.cpp clock_gettime() requires -lrt. for (int pass_num=1; pass_num<=passes; pass_num++) { //Executes $passes # of times. clock_gettime(CLOCK_PROCESS_CPUTIME_ID, &temp_time); //get time start_time = timetodouble(temp_time); //convert time to double, store as start_time for(i=1, tries=0; i!=0; tries++) { //loops until 'comparison for' fully completes. counts reps as 'tries'. <------------ for (i=0; i<Ndigits; i++) //Move forward through array. | results[i]=(rand()%base); //assign random num of base to element (digit). | /*for (i=0; i<Ndigits; i++) //---Debug Lines--------------- | std::cout<<" "<<results[i]; //---a LOT of output.---------- | std::cout << "\n"; //---Comment/decoment to disable/enable.*/ // | for (i=Ndigits-1; i>0 && results[i]==results[0]; i--); //Move through array, != element breaks & i!=0, new digits drawn. -| } //If all are equal i will be 0, nested for condition satisfied. -| clock_gettime(CLOCK_PROCESS_CPUTIME_ID, &temp_time); //get time draw_time = (timetodouble(temp_time) - start_time); //convert time to dbl, subtract start_time, set draw_time to diff. total_time += draw_time; //add time for this pass to total. total_tries += tries; //add tries for this pass to total. /*Formated output for each pass: Pass# ---: All -- base(--) digits = -- base(10) Time: ----.---- secs. Tries: ----- (LINE) */ std::cout<<"Pass# "<<std::setw(width_pass)<<pass_num<<": All "<<Ndigits<<" base("<<base<<") digits = " <<std::setw(width_base)<<results[0]<<" base(10). Time: "<<std::setw(width_time)<<draw_time <<" secs. Tries: "<<tries<<"\n"; } if(passes==1) return 0; //No need for totals and averages of 1 pass. /* It took ----.---- secs & ------ tries to find --- repeating -- digit base(--) numbers. (LINE) An average of ---.---- secs & ---- tries was needed to find each one. (LINE)(LINE) */ std::cout<<"It took "<<total_time<<" secs & "<<total_tries<<" tries to find " <<passes<<" repeating "<<Ndigits<<" digit base("<<base<<") numbers.\n" <<"An average of "<<total_time/passes<<" secs & "<<total_tries/passes <<" tries was needed to find each one. \n\n"; return 0;

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  • Randomly generating sequence of ints in a specific range

    - by vvv
    Hi, I am unsure how to put this and my math skills aren't that strong. But here's what I need. I want to generate a list of all the 16bit integers (0-65535). But everytime I do so I want to seed the algorithm randomly that each time the list starts with a different integer and all the subsequent integers will be generated once but also in random order. small example (1-5): ... 1, 5, 3, 2, 4 4, 3, 1, 5, 2 2, 1, 4, 5, 3 ... Any help?

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  • Text + randomchar dosn't work [JavaScript]

    - by user558773
    <script> function makeid() { var text = "var text = document.write(lastNumber);"; var possible = "*+-/"; for( var i=0; i < 1; i++ ) document.write(lastNumber + possible.charAt(Math.floor(Math.random() * possible.length)); return text; } document.write(makeid(1))</script> How do i make this to type for ex: 23* 45- 13/ and so on. What is wrong? It just show me 2 numbers and no char after.

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  • A function where small changes in input always result in large changes in output

    - by snowlord
    I would like an algorithm for a function that takes n integers and returns one integer. For small changes in the input, the resulting integer should vary greatly. Even though I've taken a number of courses in math, I have not used that knowledge very much and now I need some help... An important property of this function should be that if it is used with coordinate pairs as input and the result is plotted (as a grayscale value for example) on an image, any repeating patterns should only be visible if the image is very big. I have experimented with various algorithms for pseudo-random numbers with little success and finally it struck me that md5 almost meets my criteria, except that it is not for numbers (at least not from what I know). That resulted in something like this Python prototype (for n = 2, it could easily be changed to take a list of integers of course): import hashlib def uniqnum(x, y): return int(hashlib.md5(str(x) + ',' + str(y)).hexdigest()[-6:], 16) But obviously it feels wrong to go over strings when both input and output are integers. What would be a good replacement for this implementation (in pseudo-code, python, or whatever language)?

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  • How can I randomly iterate through a large Range?

    - by void
    I would like to randomly iterate through a range. Each value will be visited only once and all values will eventually be visited. For example: class Array def shuffle ret = dup j = length i = 0 while j > 1 r = i + rand(j) ret[i], ret[r] = ret[r], ret[i] i += 1 j -= 1 end ret end end (0..9).to_a.shuffle.each{|x| f(x)} where f(x) is some function that operates on each value. A Fisher-Yates shuffle is used to efficiently provide random ordering. My problem is that shuffle needs to operate on an array, which is not cool because I am working with astronomically large numbers. Ruby will quickly consume a large amount of RAM trying to create a monstrous array. Imagine replacing (0..9) with (0..99**99). This is also why the following code will not work: tried = {} # store previous attempts bigint = 99**99 bigint.times { x = rand(bigint) redo if tried[x] tried[x] = true f(x) # some function } This code is very naive and quickly runs out of memory as tried obtains more entries. What sort of algorithm can accomplish what I am trying to do? [Edit1]: Why do I want to do this? I'm trying to exhaust the search space of a hash algorithm for a N-length input string looking for partial collisions. Each number I generate is equivalent to a unique input string, entropy and all. Basically, I'm "counting" using a custom alphabet. [Edit2]: This means that f(x) in the above examples is a method that generates a hash and compares it to a constant, target hash for partial collisions. I do not need to store the value of x after I call f(x) so memory should remain constant over time. [Edit3/4/5/6]: Further clarification/fixes.

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  • Best way to store list of numbers and to retrieve them

    - by bingoNumbers
    Hi. What is the best way to store a list of random numbers (like lotto/bingo numbers) and retrieve them? I'd like to store on a Database a number of rows, where each row contains 5-10 numbers ranging from 0 to 90. I will store a big number of those rows. What I'd like to be able is to retrieve the rows that have at least X number in common to a newly generated row. Example: [3,4,33,67,85,99] [55,56,77,89,98,99] [3,4,23,47,85,91] Those are on the DB I will generate this: [1,2,11,45,47,88] and now I want to get the rows that have at least 1 number in common with this one. The easiest (and dumbest?) way is to make 6 select and check for similar results. I thought to store numbers with a large binary string like 000000000000000000000100000000010010110000000000000000000000000 with 99 numbers where each number represent a number from 1 to 99, so if I have 1 at the 44th position, it means that I have 44 on that row. This method is probably shifting the difficult tasks to the Db but it's again not very smart. Any suggestion?

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  • Python multiprocessing doesn't play nicely with uuid.uuid4().

    - by yig
    I'm trying to generate a uuid for a filename, and I'm also using the multiprocessing module. Unpleasantly, all of my uuids end up exactly the same. Here is a small example: import multiprocessing import uuid def get_uuid( a ): ## Doesn't help to cycle through a bunch. #for i in xrange(10): uuid.uuid4() ## Doesn't help to reload the module. #reload( uuid ) ## Doesn't help to load it at the last minute. ## (I simultaneously comment out the module-level import). #import uuid ## uuid1() does work, but it differs only in the first 8 characters and includes identifying information about the computer. #return uuid.uuid1() return uuid.uuid4() def main(): pool = multiprocessing.Pool( 20 ) uuids = pool.map( get_uuid, range( 20 ) ) for id in uuids: print id if __name__ == '__main__': main() I peeked into uuid.py's code, and it seems to depending-on-the-platform use some OS-level routines for randomness, so I'm stumped as to a python-level solution (to do something like reload the uuid module or choose a new random seed). I could use uuid.uuid1(), but only 8 digits differ and I think there are derived exclusively from the time, which seems dangerous especially given that I'm multiprocessing (so the code could be executing at exactly the same time). Is there some Wisdom out there about this issue?

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  • Did I implement clock drift properly?

    - by David Titarenco
    I couldn't find any clock drift RNG code for Windows anywhere so I attempted to implement it myself. I haven't run the numbers through ent or DIEHARD yet, and I'm just wondering if this is even remotely correct... void QueryRDTSC(__int64* tick) { __asm { xor eax, eax cpuid rdtsc mov edi, dword ptr tick mov dword ptr [edi], eax mov dword ptr [edi+4], edx } } __int64 clockDriftRNG() { __int64 CPU_start, CPU_end, OS_start, OS_end; // get CPU ticks -- uses RDTSC on the Processor QueryRDTSC(&CPU_start); Sleep(1); QueryRDTSC(&CPU_end); // get OS ticks -- uses the Motherboard clock QueryPerformanceCounter((LARGE_INTEGER*)&OS_start); Sleep(1); QueryPerformanceCounter((LARGE_INTEGER*)&OS_end); // CPU clock is ~1000x faster than mobo clock // return raw return ((CPU_end - CPU_start)/(OS_end - OS_start)); // or // return a random number from 0 to 9 // return ((CPU_end - CPU_start)/(OS_end - OS_start)%10); } If you're wondering why I Sleep(1), it's because if I don't, OS_end - OS_start returns 0 consistently (because of the bad timer resolution, I presume). Basically, (CPU_end - CPU_start)/(OS_end - OS_start) always returns around 1000 with a slight variation based on the entropy of CPU load, maybe temperature, quartz crystal vibration imperfections, etc. Anyway, the numbers have a pretty decent distribution, but this could be totally wrong. I have no idea.

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  • constructing a recursive function returning an array

    - by Admiral Kunkka
    I'm developing a function that has a random chance to loop through itself and put it's results in one array for me to use later in my PHP class. Is there a better way to do this more organized, specifically case 5. The array becomes sloppy if it rolls 5, after 5, after 5 looking unpleasant. private function dice($sides) { return mt_rand(1, $sides); } private function randomLoot($dice) { switch($dice) { case 1: $array[] = "A fancy mug."; break; case 2: $array[] = "A buckler."; break; case 3: $array[] = "A sword."; break; case 4: $array[] = "A jewel."; break; case 5: $array[] = "A treasure chest with contents:"; $count = $this->dice(3); $i = 1; while($i <= $count) { $array[] = $this->randomLoot($this->dice(5)); $i++; } break; } return $array; }

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  • Partitioning data set in r based on multiple classes of observations

    - by Danny
    I'm trying to partition a data set that I have in R, 2/3 for training and 1/3 for testing. I have one classification variable, and seven numerical variables. Each observation is classified as either A, B, C, or D. For simplicity's sake, let's say that the classification variable, cl, is A for the first 100 observations, B for observations 101 to 200, C till 300, and D till 400. I'm trying to get a partition that has 2/3 of the observations for each of A, B, C, and D (as opposed to simply getting 2/3 of the observations for the entire data set since it will likely not have equal amounts of each classification). When I try to sample from a subset of the data, such as sample(subset(data, cl=='A')), the columns are reordered instead of the rows. To summarize, my goal is to have 67 random observations from each of A, B, C, and D as my training data, and store the remaining 33 observations for each of A, B, C, and D as testing data. I have found a very similar question to mine, but it did not factor in multiple variables. I feel silly asking this question because it seems so simple, but I'm stumped. Also, this is my first question on this site, so I apologize in advance for any faux pas on my part.

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  • Randomly sorting an array

    - by Cam
    Does there exist an algorithm which, given an ordered list of symbols {a1, a2, a3, ..., ak}, produces in O(n) time a new list of the same symbols in a random order without bias? "Without bias" means the probability that any symbol s will end up in some position p in the list is 1/k. Assume it is possible to generate a non-biased integer from 1-k inclusive in O(1) time. Also assume that O(1) element access/mutation is possible, and that it is possible to create a new list of size k in O(k) time. In particular, I would be interested in a 'generative' algorithm. That is, I would be interested in an algorithm that has O(1) initial overhead, and then produces a new element for each slot in the list, taking O(1) time per slot. If no solution exists to the problem as described, I would still like to know about solutions that do not meet my constraints in one or more of the following ways (and/or in other ways if necessary): the time complexity is worse than O(n). the algorithm is biased with regards to the final positions of the symbols. the algorithm is not generative. I should add that this problem appears to be the same as the problem of randomly sorting the integers from 1-k, since we can sort the list of integers from 1-k and then for each integer i in the new list, we can produce the symbol ai.

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  • Generating different randoms valid for a day on different independent devices?

    - by Pentium10
    Let me describe the system. There are several mobile devices, each independent from each other, and they are generating content for the same record id. I want to avoid generating the same content for the same record on different devices, for this I though I would use a random and make it so too cluster the content pool based on these randoms. Suppose you have choices from 1 to 100. Day 1 Device#1 will choose for the record#33 between 1-10 Device#2 will choose for the record#33 between 40-50 Device#3 will choose for the record#33 between 50-60 Device#1 will choose for the record#55 between 40-50 Device#2 will choose for the record#55 between 1-10 Device#3 will choose for the record#55 between 10-20 Device#1 will choose for the record#11 between 1-10 Device#2 will choose for the record#22 between 1-10 Device#3 will choose for the record#99 between 1-10 Day 2 Device#1 will choose for the record#33 between 90-100 Device#2 will choose for the record#33 between 1-10 Device#3 will choose for the record#33 between 50-60 They don't have access to a central server. Data available for each of them: IMEI (unique per mobile) Date of today (same on all devices) Record id (same on all devices) What do you think, how is it possible? ps. tags can be edited

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  • Python coin-toss

    - by Andy
    i am new to Python, and i can't wrap my head around this. I have following function defined: def FlipCoins(num_flips): heads_rounds_won = 0 for i in range(10000): heads = 0 tails = 0 for j in range(num_flips): dice = random.randint(0,1) if dice==1: heads += 1 else: tails += 1 if heads > tails: heads_rounds_won += 1 return heads_rounds_won Here is what it should do (but apparently doesn't): flip a coin num_flip times, count heads and tails, and see if there are more heads than tails. If yes, increment head_rounds_won by 1. Repeat 10000 times. I would assume that head_rounds_won will approximate 5000 (50%). And it does that for odd numbers as input. For example, 3, 5 or 7 will produce about 50%. However, even numbers will produce much lower results, more like 34%. Small numbers especially, with higher even numbers, like for example 800, the difference to 50% is much narrower. Why is this the case? Shouldn't any input produce about 50% heads/tails?

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