Box-Muller Transform + R Demo

  Рет қаралды 11,524

math et al

math et al

Күн бұрын

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@shankaradevapriya153
@shankaradevapriya153 2 жыл бұрын
just what i needed for tomorrow.. thanks and keep it up..
@tim-duncan2137
@tim-duncan2137 Ай бұрын
thanks professor well done
@lg_susdiaz
@lg_susdiaz Жыл бұрын
Thank you for your explanation. I was reading in a lot of pages and books but I couldn't understand how to get them, but you explained very well, you save me.
@taotaotan5671
@taotaotan5671 2 жыл бұрын
As a side, I learned that in early days people average 12 uniform distribution to approximate normal distribution. It clearly based on central limit theorem, but still found it amazing.
@prasannakumarkottakota68
@prasannakumarkottakota68 Жыл бұрын
Thank you, Nice explanation ..
@algorithmo134
@algorithmo134 2 жыл бұрын
we need more of this! stats video and probability theory!
@Gengar99
@Gengar99 2 жыл бұрын
Nice, thank you so much.
@fa-pm5dr
@fa-pm5dr 2 жыл бұрын
i used box muller in a game cause that back, Godot didnt have a normal distribution sampler, only randf
@SagnikMajumder-rc6ct
@SagnikMajumder-rc6ct Ай бұрын
Nice video, thank you. I just had one query that why we do not use the uniform random uniform U_1 also for getting the theta values ? Like why we do not write theta = 2 * pi * U_1 rather than using U_2 ? Is there any problem arising if we use that ?
@nathanroe
@nathanroe 6 ай бұрын
can box-muller be used to sample from normal distributions with different means and standard deviations?
@amirhosseintalebi6770
@amirhosseintalebi6770 Жыл бұрын
thanl you. But, Box-Muller Transform reference not found
@mathetal
@mathetal Жыл бұрын
keyonvafa.com/box-muller-transform/
@nathanroe
@nathanroe 6 ай бұрын
why does theta equal 2pi U2?
@weiyang145
@weiyang145 2 жыл бұрын
Why don't we just use code "rnorm(1)" to generate a standard normal random variate? Can i assume the result what will i get by using rnorm(1) is the same as Box-Muller transformation. Hope u can solve my doubt, tq very much!
@mathetal
@mathetal 2 жыл бұрын
good question! rnorm does return random samples from a normal distribution. So if you think about it, "rnorm" is just a function, and there has to be some underlying algorithm that is called every time someone calls that function. You can check out the "random number generation" page in the R documentation for more information, but actually R has several algorithm options to use for RNG and Box-Muller is one of those algorithms, although it is actually not the default choice for rnorm.
@yulinliu850
@yulinliu850 2 жыл бұрын
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