In [14], Sanov proved that if FN is the empirical cumulative distribution function (cdf) of a sample drawn from a population whose true cdf is F0 and Ω is a set of cdf's which satisfies certain ...

In this lesson, you'll look at a way to represent discrete distributions - the probability mass function (PMF), which maps from each value to its probability. A probability mass function (PMF), ...

This project provides a practical demonstration on Monte Carlo simulation techniques. It explains and implements two key methods for generating random numbers from custom probability distributions: ...