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What would be the best way for me to create a truly random approach to sampling from a specified distribution in my Monte Carlo simulator app? In my current MVP
by iamsanteri 2y ago
What would be the best way for me to create a truly random approach to sampling from a specified distribution in my Monte Carlo simulator app? In my current MVP Beta app I’m just using Math.random() as I cannot access or install any external libraries. How would you go about implementing something more robust in something like, say, Apps Script (a Google proprietary derivative of JavaScript for cloud apps)?
- AlotOfReading 2y agoYou can convert from the uniform random numbers math.random() gives you to the distribution of your choice with inverse transform sampling, or any number of other methods (e.g. ziggurat).