random numbers and statistics
From: sean kim (sean_incali_at_yahoo.com)
Date: 08/07/04
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Date: 6 Aug 2004 17:12:25 -0700
Hello group,
I posted this in another group but i wanted to ask in here as well.
I'm doing soem simulations using random numbers, and i wanted to do
statistics on the results of nuemrical calculations that were done
using random number inputs.
It's basically perturbation analysis with random and finite
perturbations to the input parameters. then i'm looking at the
fluctuations of values of a given output due the perturbations.
Naturally, since the numbers are not really random, but pseudorandom,
I'm wondering if the pseudo random generator will show false
correlations if i look at thing like the mean, variance and standard
deviations of the output.
Am I right in worrying about this? or anyone has some insights they
are graciously willing to provide?
Thanks all in advance
sean
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