Simulation of probability distributions

Goal:

The goal of this project is to review several methods for simulating the most popular and widely used probability distributions. Then, effective implementations of those techniques will be done and will be used to empirically compute some features (such as median, moments, etc.) of the considered distributions.

Supervisors: Ivan Nourdin.

Difficulty level: Medium level.

Results: See the report.

FSCT -- University of Luxembourg