Recorded Lectures

Links to recorded lectures about sampling: first we discuss the problem of sampling, then Pseudo/Random Number Generators, finally how to transform a uniform random variate in a general probability distribution under some restrictions .

1. Introduction
   
2. Pseudo Random Number Generators
   
3. Linear Congruential Generators
   
4. Testing PRNGs
   
5. Inversion method
   
6. Discrete random variates
   
7. Box-Muller Transform
   
8. Truncated distributions and ancestral sampling
   
9. Rejection sampling