# Generate pseudodata by Monte Carlo

What does it mean for "Generate pseudodata by Monte Carlo"?

For the text I was reading it says suppose that the real data $$Z_n \sim N(\mu(\theta), \Sigma (\theta))$$, then the pseudodata are generated by Monte Carlo according to a normal distribution based on a chosen initial $$\theta$$.

I though the Monte Carlo method is kind of generating the random number then take the average, I am not quite sure how is this method works here.

Thanks for any help!

• "generating the random number then take the average" might be called Monte Carlo Integration. You can use inverse CDF methods to generate random numbers according to some distributions, or accept-reject algorithm when inverse CDF cannot be obtained. – Deep North Oct 31 '18 at 0:06