Moody's Ooops! signals random crunch

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Random number generation is an active area of statistical research

1. Go to Google Scholar, search "random number
generation," and ask for recent articles. This is not an area
"everybody has known about for years but which nobody
has wanted to really face up to and fix." Of course, not all
of that work is directed towards what you consider to be a
problem.
2. It's been a couple of decades since I last wrote a random
number generator but I remember a HUGE step between
the knowledge that the series can be predicted from the
seed and knowing the equations necessary to produce the
sequence. If you're concerned about someone reverse
engineering your generator then you choose a generator
which is difficult to reverse engineer. Note that this
wouldn't be a problem for the Moody's application you
started off with.
3. "hiding the belief that the future simply extends the
past" Sometimes people hide the belief and sometimes it's
stated up front. My preference is to state it up front and let
the decision maker deal with it.
4. My subjective estimate of the problem you started with
being related to random number generation is of measure
zero.
5. Anyway, I think you were just trolling to see if I still read
your articles. Arrogant of me isn't it.

Posted by: palmwarrior   Posted on: 05/24/08 You are currently: a Guest | Members login | Terms of Use

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