Ten fold

12:18 AM

Oh, I see, it has an answer already that points to an effective duplicate here (one that did indeed survive, likely because the underlying issue was stats)

The comments in the Note in the help on the function - while at face value only talking about the rank sum test - apply also to the signed rank test (i.e. echoing my earlier comment)

Different people - for reasons of simplicity of one thing or another, or to emphasize similarity to other statistics (typically for pedagogical reasons) - will choose one form of the statistic or another.

The unfortunate issue is that because people don't raise the existence of - and trivial equivalence of - the various alternative forms, people who encounter a different definition than they're used to become confused. Obviously the Wikipedia page would be a good place to mention the existence of alternative forms and their equivalence. (In fact it sort of does, in passing, in the History section)

@amoeba That reputation issue you mentioned, which I mentioned that I had also seen (and which I subsequently raised on meta.SE) now has an answer.

16

Q: Something wrong with month user rep -some users show quarterly figures?

There seems to be a bug on some sites right now: e.g. http://stats.stackexchange.com/users?tab=Reputation&filter=month "month" tab says that it's the score from 2016-08-01 but some users show their rep from start of July onward. It's not like that for everyone. For example, my own months rep...

Antoni Parellada

12:41 AM

@Glen_b Thank you. I remember going over the signed test with you a few months ago, and it rings a bell that the equivalence of different calculations was brought up. I'm starting to revisit some of these stats topics, which may be the best second way of learning, after the more organic situation - i.e. that of the practicing statistician, who uses these tests often enough to not forget.

Little Alien

I read something about p-values, swans and shades of gray. But, how do you build the distribution for the test? As I understand, your theory should give the theoretical bell curve for the swan colors for you to see if there are any too black to say that all swans are white. How do you build the curve?

Kodiologist

1:53 AM

If somebody ever felt their activity on this site was the best indicator of their potential as an employee, they could say "My CV is my CV."

Anastasiya-Romanova 秀

2:03 AM

@Kodiologist Hi...

May I ask you a silly statistics & computer science question?

Glen_b

2:26 AM

@Antoni I forget stuff all the time. However with enough experience you may remember how to find it, which is almost the same thing as remembering.

Anastasiya-Romanova 秀

@Glen_b Hi, can I ask you something?

Glen_b

Don't ask individuals if you can ask. Just ask a question whether anyone is here or not. Then people who are able to answer and want to do so will.

Post your question and let people respond

@LittleAlien I'm not 100% sure what you're asking. What's the particular null and alternative? Do you have test statistic?

Anastasiya-Romanova 秀

@Glen_b I'm just worried if I post my question it'll get closed since SE community is so strict

Do you know a way to make random number generator is still reliable for conducting scientific experiments like Monte Carlo?

@Glen_b I'm looking procedure like Paul Wilmott's style

I meant a way to make random number generator in EXCEL still reliable

Sorry, I forgot to mention that @Glen_b

Glen_b

2:57 AM

I'm not sure what exactly you mean by "still reliable" and what you mean when you say "make random number generator in EXCEL still reliable"

Do you mean to write some random number generator function to call from Excel? Or do you mean something else?

The RNG in Excel isn't the dog it once was.

Are you asking how to test random number generators for particular kinds of nonrandomness?

I'm really not sure what you need.

Some questions related to what you might be asking may be on topic for us. Some might belong on scicomp, others on stackoverflow or superuser

It's just not quite clear what you're trying to ask

If you're trying to get normal random numbers, DON'T add 12 uniforms and subtract 6. I see a lot of excel users suggest this, and then try to use it for valuing options where accuracy in the tail matters. It's a really bad idea.

If you're asking about how to get normally distributed random numbers, you can use the inverse cdf to transform the uniform

Inverse transform sampling

Inverse transform sampling (also known as inversion sampling, the inverse probability integral transform, the inverse transformation method, Smirnov transform, golden rule) is a basic method for pseudo-random number sampling, i.e. for generating sample numbers at random from any probability distribution given its cumulative distribution function. Inverse transformation sampling takes uniform samples of a number u {\displaystyle u} between 0 and 1, interpreted as a probability, and then return the largest number x ...

In Excel that's slow but it will do what you need. If you want it fast don't use Excel.

If you want more I'll need more of a clue what you're really asking

You shouldn't post anywhere until you have a very clear question written. Then you can figure out the best place to post it.

Anastasiya-Romanova 秀

3:14 AM

@Glen_b Sorry for the confusion, what I meant is we all know that The Excel random number generator does not fulfill the basic requirements for a random number generator to be used for scientific purposes, right? Now, I still want to use for doing so, so what's kind of procedure or algorithm that I should implement so that it's still reliable for conducting scientific experiment like Monte Carlo?

@Glen_b At least for certain degrees it can still pass the tests of randomness that had been conducted in these two papers: On the accuracy of statistical procedures in Microsoft Excel 2007 and On the accuracy of statistical procedures in Microsoft Excel 2010

Does kind of question still fit in CrossValidated to be asked so that it'd not be marked as Unclear, Too Broad, etc?

@Glen_b No need to be complicated, just a simple one yet it's still good enough for scientific purposes

I meant the procedure. If possible like Paul Wilmott's style

Glen_b

4:16 AM

I'm not sure we all know that the RNG in Excel is unsuitable; what's the evidence on the current one? As I said, the random number generator in Excel is not the dog used to be. (The one in visual basic is still a problem though)

If you're in the position of wanting to write a new random number generator, don't use Excel in the first place.

The RNGs even in older versions of Excel will probably be substantially better than anything you can do directly in Excel by hand.

The second of those links above explicitly calls the numbers you get via RAND() in Excel "possibly good". The first assessment they performed was not suitable as it now uses the Mersenne Twister algorithm, as Microsoft has said (and you can find this information in the help these days). They then performed a battery of tests bases on the Small Crush tests -- these are pretty strenuous tests. The only test it failed was the Periods in Strings test.

Anastasiya-Romanova 秀

6:40 AM

OK, thank you for your explanation @Glen_b. I really appreciate it... :)

Glen_b

7:54 AM

@anast Unless you have some very particular applications that look at the kind of structure that particular test detects, this would likely be fine for almost anything.

I wouldn't want to try to write anything that would outperform Mersenne Twister, it's a highly regarded RNG. The tests they've done in that paper would seem to confirm that it hasn't been incorrectly implemented.

usεr11852

9:20 AM

@Kodiologist: Do not overestimate things; it is only an indicator and a decent one only for very specialised tasks. (eg. if you work as a technical support engineer; I have worked as one and I can attest it would be a reasonable indicator.) It says little about how you work under pressure, how you work on stuff that you don't like and/or bores you, how you work within a team and how you work on a long term project that requires more than (at most) an hour or two of your attention.

Don't get me wrong, it definitely shows skills. Especially in communicating technical concepts as well as in identifying technical issues but these skills are a small part of a CV. In my job interviews I used my CV presence as a good extra-kicker with the interviewer; it played out nicely I think when the interviewer knew of SE's CV. (Some especially more senior statisticians/analysts has no idea about it)

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