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    Very cool! I’m in the process of writing a post about this in the context of things like Gibb’s sampling, Metropolis Hastings etc (MCMC) and I found some references related to the history of this technique that I found a lot of fun. (Also, formally this is called Inverse transform sampling)

    1. Roger Eckhardt “Stan Ulam, John Von Neuman, and the Monte Carlo Method”, Los Alamos Science, Special Issue 1987, Pg 131-141
    2. N. Metropolis “The beginning of the Monte Carlo Method”, Los Alamos Science, Special Issue 1987, Pg 125-130
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      Since the previous post wasn’t linked for some reason: https://blog.demofox.org/2017/07/25/counting-bits-the-normal-distribution/