Egwald Statistics: Probability and Stochastic Processes
Elmer G. Wiens
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Distributions | Sampling Distributions | Sample Mean | Hypotheses Testing | Random Walk
A. Random Walk.
Let Xi, i = 1, 2, ...be independent random variables with:
P(Xi = +1) = p
P(Xi = -1) = 1 - p
representing the direction a particle moves at each step, i.
The position, Sn, of the particle after n steps is
Sn = a + X1 + .... + Xn,
where a is the starting position.
The program generates a new set of random walks each time this page is loaded.
Random Walks for varying values of p.
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