Randomness

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"Random" redirects here. For other uses, see Random (disambiguation).
For a random Wikipedia article, see Special:Random. For information about Wikipedia's
random article feature, see Wikipedia:Random.

Part of a series on statistics

Probability theory

 Probability
 Probability axioms
 Determinism
 Indeterminism
 Randomness

 Probability space
 Sample space
 Event 
o Collectively exhaustive events
o Elementary event
o Mutual exclusivity
o Outcome
o Singleton
 Experiment 
o Bernoulli trial
 Probability distribution 
o Bernoulli distribution
o Binomial distribution
 o Normal distribution
 Probability measure
 Random variable 
o Bernoulli process
o Continuous or discrete
o Expected value
o Markov chain
o Observed value
o Random walk
o Stochastic process

 Complementary event
 Joint probability
 Marginal probability
 Conditional probability

 Independence
 Conditional independence
 Law of total probability
 Law of large numbers
 Bayes' theorem
 Boole's inequality

 Venn diagram
 Tree diagram

 v
 t
 e

A pseudorandomly generated bitmap.
In common parlance, randomness is the apparent or actual lack
of pattern or predictability in events.[1][2] A random sequence of events, symbols or steps
often has no order and does not follow an intelligible pattern or combination. Individual
random events are, by definition, unpredictable, but if the probability distribution is
known, the frequency of different outcomes over repeated events (or "trials") is
predictable.[3][note 1] For example, when throwing two dice, the outcome of any particular roll
is unpredictable, but a sum of 7 will tend to occur twice as often as 4. In this view,
randomness is not haphazardness; it is a measure of uncertainty of an outcome.
Randomness applies to concepts of chance, probability, and information entropy.
The fields of mathematics, probability, and statistics use formal definitions of
randomness. In statistics, a random variable is an assignment of a numerical value to
each possible outcome of an event space. This association facilitates the identification
and the calculation of probabilities of the events. Random variables can appear
in random sequences. A random process is a sequence of random variables whose
outcomes do not follow a deterministic pattern, but follow an evolution described
by probability distributions. These and other constructs are extremely useful
in probability theory and the various applications of randomness.
Randomness is most often used in statistics to signify well-defined statistical
properties. Monte Carlo methods, which rely on random input (such as from random
number generators or pseudorandom number generators), are important techniques in
science, particularly in the field of computational science.[4] By analogy, quasi-Monte
Carlo methods use quasi-random number generators.
Random selection, when narrowly associated with a simple random sample, is a
method of selecting items (often called units) from a population where the probability of
choosing a specific item is the proportion of those items in the population. For example,
with a bowl containing just 10 red marbles and 90 blue marbles, a random selection
mechanism would choose a red marble with probability 1/10. Note that a random
selection mechanism that selected 10 marbles from this bowl would not necessarily
result in 1 red and 9 blue. In situations where a population consists of items that are
distinguishable, a random selection mechanism requires equal probabilities for any item
to be chosen. That is, if the selection process is such that each member of a population,
say research subjects, has the same probability of being chosen, then we can say the
selection process is random.[2]
According to Ramsey theory, pure randomness is impossible, especially for large
structures. Mathematician Theodore Motzkin suggested that "while disorder is more
probable in general, complete disorder is impossible". [5] Misunderstanding this can lead
to numerous conspiracy theories.[6] Cristian S. Calude stated that "given the impossibility
of true randomness, the effort is directed towards studying degrees of randomness". [7] It
can be proven that there is infinite hierarchy (in terms of quality or strength) of forms of
randomness.[7]