10 SIMULATION
The last topic the outline promises. Everything so far has computed distributions; simulation goes the other way, producing observations from a distribution that is known. It rests on one fact — that a single stream of uniform random numbers is enough to generate anything — and the sections below are three ways of exploiting it.
10.1 The Probability Integral Transform
10.2 The Inverse Transform Method
10.3 Rejection Sampling
10.4 Simulating the Normal Distribution
10.5 Practice Problems
10.2 The Inverse Transform Method
10.3 Rejection Sampling
10.4 Simulating the Normal Distribution
10.5 Practice Problems
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