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#51




Quote:
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Brad Gile, FSA, MAAA Affiliate Member of the CAS Dedicated Retired Actuary Spoiler: Spoiler: 
#52




Mersenne Twister for VB.Net
Article at http://home.comcast.net/~charltoncr/mt19937ar.htm
Download at http://home.comcast.net/~charltoncr/#MersenneTwister. I have not tried this yet. IIRC, there is an MT for C# as well.
__________________
Brad Gile, FSA, MAAA Affiliate Member of the CAS Dedicated Retired Actuary Spoiler: Spoiler: 
#53




Here's a description of some of the randomness tests
[from http://en.wikipedia.org/wiki/Diehard_tests] Quote:

#54




Sorry if I linked these before, but software to run randomness tests can be found here:
http://csrc.nist.gov/groups/ST/toolk..._software.html and here: http://www.phy.duke.edu/~rgb/General/dieharder.php 
#55




If you want to see how a change to something that isn't effecting the underlying risk profile has on the model, you want to push through the exact same underlying risk profile to model the differences.
If you have a separate series of numbers  its impossible to tell what is due to your change and what is due normal variation. 
#56




Quote:

#57




Here we go, I'm finally getting around to writing an article on this, and I'm using a title suggested by an AO denizen...
So let's do a group edit/write here [I'm lazy, sue me... or, hey, Eddie, I'm giving you and Howard a break on editing this!] This is not even a finished first draft, I'm still pulling together links. I'll spoiler it so it doesn't ruin the look... I'm open to nitpicking edits as well as suggestions of stuff I've missed. You'll see some of my lists aren't finished. Whatever. Just getting it out there. Spoiler: 
#58




Just sent off my article on this. Should be appearing in the July edition of CompAct.
thanks to the AO for its help in getting it together! 
#59




http://www.soa.org/library/newslette...campbell.aspx
Quote:

#60




Here's the item someone sent me:
http://www.noesis.net.au/main/Resour...rces/prng.html I assume that's Excel 2007's PRNG, not the Excel 2010 version [which I was told was a Mersenne Twister with longer period] 
Tags 
data science, excel, predictive analytics, prngs, pseudorandom numbers, rand, random 
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