Day 23, Tuesday, April 24, 2018

Random numbers with non-uniform probability distributions

Quiz: Sketch a g so that v = g(u) will have the desired distribution.

Generating pseudo-random numbers with a desired distribution

Radioactive decay and exponential distribution

Sums of independent random numbers, reprise

Exercise:

  1. Write code to generate random numbers with a highly non-uniform distibution.
  2. Examine the distribution of sums of k-tuples of your numbers as k increases.

Better histogram: histogram1d.py

Normally distributed random numbers

Other applications of random numbers

Job/marriage problem

Staying healthy problem

Stock market simulation