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Exploring pseudorandom value addition operations in datasets: A layered approach to escape from normal-Gaussian patterns
Ergon Cugler de Moraes Silva
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In the realm of statistical exploration, the manipulation of pseudo-random values to discern their impact on data distribution presents a compelling avenue of inquiry. This article investigates the question: Is it possible to add pseudo-random values without compelling a shift towards a normal distribution?. Employing Python techniques, the study explores the nuances of pseudo-random value addition within the context of additions, aiming to unravel the interplay between randomness and resulting statistical characteristics. The Materials and Methods chapter details the construction of datasets comprising up to 300 billion pseudo-random values, employing three distinct layers of manipulation. The Results chapter visually and quantitatively explores the generated datasets, emphasizing distribution and standard deviation metrics. The study concludes with reflections on the implications of pseudo-random value manipulation and suggests avenues for future research. In the layered exploration, the first layer introduces subtle normalization with increasing summations, while the second layer enhances normality. The third layer disrupts typical distribution patterns, leaning towards randomness despite pseudo-random value summation. Standard deviation patterns across layers further illuminate the dynamic interplay of pseudo-random operations on statistical characteristics. While not aiming to disrupt academic norms, this work modestly contributes insights into data distribution complexities. Future studies are encouraged to delve deeper into the implications of data manipulation on statistical outcomes, extending the understanding of pseudo-random operations in diverse contexts.
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