Egwald Statistics: Probability and Stochastic Processes

by

Elmer G. Wiens

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Distributions | Sampling Distributions | Sample Mean | Hypotheses Testing | Random Walk | References

Stochastic Processes.

A. Random Walk.

Let X_i, i = 1, 2, ...be independent random variables with:

P(X_i = +1) = p    

P(X_i = -1) = 1 - p

representing the direction a particle moves at each step, i.

The position, S_n, of the particle after n steps is

S_n = a + X₁ + .... + X_n,

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.

Click the refresh button on your browser to get a different set of random walks.