This question may be a little abstract, but I would like to understand how to develop a mentality towards performing statistical simulations. For example: If I have a normal distribution, and I transform it into polar coordinates, what sort of simulations can I perform (using python) to check, and improve my understanding of the transformed function.
I see this question come up a lot in my assignments and in self study books. "Perform a simulation and confirm your results" How am I supposed to be approaching this sort a problem, in a general context? Any inputs are most welcome!