Week 11: November 9 - 13

Non-Uniform Random Numbers

The most interesting and useful probability distributions are not "uniform", although we do know their exact form. We would therefore like a way to generate samples from any probability distribution. This week we develop a way to do this through an appropriate transformation of a uniform random number.


Finding the "best" solution to a problem is a common requirement in engineering and in the natural and social sciences. We start by looking at ways to do this for functions of a single variable.

Week 11 Notebook




There will be no quiz this week.

Assignment 8: The Generation and Use of Random Numbers