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A distribution is a mathematical description of probabilities or frequencies.

19 votes

How to generate numbers based on an arbitrary discrete distribution?

This is assuming that you are asking about discrete distributions only; for continuous, can do something like "rejection sampling" (Wikipedia entry). …
David M Kaplan's user avatar
12 votes
2 answers
3k views

Order statistics (e.g., minimum) of infinite collection of chi-square variates?

(I have $\chi^2$ instead of $\Gamma$ distributions since I have multiplied by $2\kappa$.) …
David M Kaplan's user avatar