This tutorial is the technological companion for Random Sampling from a Distribution with Applications to Markov Chain Simulations (https://youtu.be/-uCeHeI_DWY). In it, we illustrate the practice of random number generation through the lens of sampling from a probability distribution through a MATLAB LiveScript. We also demonstrate how to simulate a Markov chain time series in MATLAB as an application of sampling from distributions.
This video lesson supports the Probability and Statistics Core Learning Resource (CLR) (https://mathsciresearchlaunchpad.wordpress.com/probability-and-statistics/) at the Mathematical Science Research Launchpad.
This video lesson supports the Probability and Statistics Core Learning Resource (CLR) (https://mathsciresearchlaunchpad.wordpress.com/probability-and-statistics/) at the Mathematical Science Research Launchpad.
Resources:
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GitHub repository containing Matlab scripts and LiveScripts used in this tutorial:
https://github.com/wrightes-msrl/SamplingFromDistributions
https://github.com/wrightes-msrl/Markov
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Presentation 14: Random Sampling From a Distribution: Technological Companion | NatokHD