# Simulating values from a known probability distribution

What does simulating values from a known probability distribution mean? For instance, what does it mean to say, simulate values from $\text{Unif}(0,1)$? Does is mean that we have to construct a random variable $X$ such that $X\sim\text{Unif}(0,1)$, and we have to repeat the experiment many times to note down the values $X$ takes?

• Simulationg random variables usually means generating some numbers with the desired distribution and evaluate their mean or variance or other statistical properties – polfosol Jan 9 '17 at 6:12