Lecture

Nonuniform Distributions: Generation Methods

In course

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Description

This lecture covers the generation of nonuniform distributions using various methods such as the rejection method of von Neumann, the central limit theorem, and the Box & Muller method. It explains the general formulation, examples of exponential and Gaussian distributions, and the link between variables. The instructor demonstrates how to transform uniform deviates into desired distributions and provides practical examples of generating random variables according to specific probability densities.

Instructor

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Official source

https://mediaspace.epfl.ch/media/0_1egldznv

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Statistics

Statistical inference: Mathematical statistics

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