In this post we compare the performance of our Python implementation for two popular methods to simulate samples from a pair of independent normal random variables: Box-Muller and Marsaglia-Bray.Read more
Two simple ways to simulate a pair of independent standard normal distributions with Python code.
– Box-Muller Transform
– Marsaglia-Bray Transform
Simple Python function to test for Normality. Visual Tools and Hypothesis Tests.Read more
The idea of this post is to show how Donsker’s Theorem (also known as Donsker’s Invariance Principle, or the Functional Central Limit Theorem) allows us to simulate paths of the one-dimensional standard Brownian motion using different kinds of random walks.Read more