0
$\begingroup$

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?

$\endgroup$
  • $\begingroup$ Simulationg random variables usually means generating some numbers with the desired distribution and evaluate their mean or variance or other statistical properties $\endgroup$ – polfosol Jan 9 '17 at 6:12
0
$\begingroup$

Yes, that's what it means. Well, not so much construct it as have a computer spit out pseudo-random values. Pretty much any random number library in any language has a function that spits out simulated independent U(0,1)'s . For instance, the rand function in Matlab or np.random.uniform in python. Then you can have it spit out a bunch and use them however you want.

$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Not the answer you're looking for? Browse other questions tagged or ask your own question.