Inverse Transform Sampling : Data Science Concepts
10:54
YouTuberitvikmath
Inverse Transform Sampling : Data Science Concepts
Let's take a look at how to transform one distribution into another in data science! Note: I should have included a lambda in front of the exponential PDF. I mistakenly forgot it. I appreciate the comments which helped me realize this mistake. --- Like, Subscribe, and Hit that Bell to get all the latest videos from ritvikmath ~ --- Check out my ...
已浏览 7万 次2019年10月6日
Inverse transform sampling Sampling Methods
SOLVED: Rejection Sampling: Imagine YOu wanted to do rejection sampling (instead of inverse transform sampling) to sample from the density f in Question (1). For each of the following candidate densities, explain why it is Or isn t a good candidate (or somewhere in the middle). You don't need to do any R here: Hint: Think about the role of the support of the densities and their decay rate; that is; 'heavier Or 'lighter' tails (heavy tails are those that decay slowly; while light tails are those
SOLVED: Rejection Sampling: Imagine YOu wanted to do rejection sampling (instead of inverse transform sampling) to sample from the density f in Question (1). For each of the following candidate densities, explain why it is Or isn t a good candidate (or somewhere in the middle). You don't need to do any R here: Hint: Think about the role of the support of the densities and their decay rate; that is; 'heavier Or 'lighter' tails (heavy tails are those that decay slowly; while light tails are those
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