Search for tag: "discrete random variables"

Lecture 1 - Principles of Monte Carlo duration 1 hour 39 minutes Lecture 1 - Principles of Monte Carlo Lecture 1 - Principles of Monte Carlo	Lecture 1 - Principles of Monte Carlo Crude Monte Carlo: central limit theorem and law of large numbers. Methods for the generation of random variables: inverse transform, rejection sam- pling. Examples: simulation from the exponential… monte carlo method inverse transform rejection sampling exponential random variables discrete random variables From Tiziano Vargiolu 8 plays 0
Lecture 47: simulation of a symmetric random walk duration 51 minutes 45 seconds Lecture 47: simulation of a symmetric random walk Lecture 47: simulation of a symmetric random walk	Lecture 47: simulation of a symmetric random walk Simulation of continuous and discrete random variable: method of the pseudo-inverse function. Simulation of Gaussian random variables with uniforms. simulation continuous random variables discrete random variables pseudo-inverse gaussian variables uniform random variables From Tiziano Vargiolu 7 plays 0