Data Science

You can use software, like scipy.stats.beta if you want to sample from a Beta distribution. But you can also create a Beta distribution yourself — from scratch. The only thing you need is access to a Uniform random variable. This post shows an implementation of example 12.1.4 on p. 539 of the book “Introduction to

A random variable \(Z\)  is said to have the standard normal distribution, if its probability density function (pdf) is as follows:  \[\begin{equation}f_Z(z)=\frac{1}{\sqrt{2\pi}} * \exp(\frac{-z^2}{2}), \quad -\infty<z<\infty\end{equation} \tag{1}\label{eq:eq1} \] This formula seems hard to digest and remember. The goal of this post is to get familiar with it. We will do so by dissecting it thoroughly