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Lecture E2: Random-Variate Generation (2019-10-01)
In today's course, we revisited the tests of uniformity and independence necessary for random-number generation. We also started to formally introduce inverse-transform sampling. We will cover the discrete versions of inverse-transform sampling at the start of the next lecture.
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By Theodore P. PavlicIn today's course, we revisited the tests of uniformity and independence necessary for random-number generation. We also started to formally introduce inverse-transform sampling. We will cover the discrete versions of inverse-transform sampling at the start of the next lecture.
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